Consider these two maps:
This data is taken from the IRS based on the number of taxpayers (and their children, since it includes exemptions on the returns) who moved into or out of California between 2015 and 2016. California had slightly more people leave than enter. The top map shows the states from which people come to California, the bottom the states to which they go. In both cases, darker green means more people.
In both cases it is unsurprising that the largest number of migrants both in and out come primarily from the states that are the most populous and the ones geographically closest to California. The maps resemble each other to a large extent, but there are subtle differences. For example, the upper Midwest like Minnesota and Michigan are darker in the upper map, indicating that more of those people want to come to California than the other way around. It looks like more Californians prefer to stay in the Pacific or far west states when they do move. Now compare these maps to the next one:
This map shows a net migration into or out of California as a percent of the population of the other state. I set California at zero for comparison purposes even though it had a net outflow. Every state that is darker than California had a net migration into California with the darkest having the highest percent of their population migrating. Everything that is lighter than California shows a net migration from California to that state with the lightest receiving the biggest bump to their population as a percent. The top maps show raw numbers while this bottom map shows the biggest effect on population percentage-wise. It seems there is still a westward migration going on, especially from the Northeast. It also appears that Californians are moving to adjacent states, probably in many cases motivated by the high housing, taxes, and other costs. There was a net flow of about 14,000 to Nevada, 9,000 to Oregon and a net inflow of almost 6,000 from New York to California. Bear in mind that the IRS data does not show movement of those who don’t pay federal income taxes, like the poor, unless they are taken as dependents on someone’s return. The maps also don’t show movement to or from foreign countries. Even so, it seems reasonable to assume that these trends are consistent with population movement as a whole.