California is a state of the USA. In TMNT stories, Robyn O'Neil lives there. In the Fox Trap story of the TMNT Adventures comics, Raphael, Ninjara and Naga all go there.
The three-part storyline where the Ninja Turtles face Kurko in Las Tortugas Ninja takes place at and under Mount Shasta, in California.
The Casey & April IDW miniseries takes places mostly in California's Mojave Desert, where Aka's Trailer is located.