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Can this be shipped to Illinois and Wisconsin
Sorry no they are illegal in Illinois and Wisconsin. You can have it in Wisconsin if you have a concealed carry permit.
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Can this be used in California?
Yes. As long as the person does not have a felony conviction for assault, not addicted to narcotics, and you can't give it to a minor.
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Can this be delivered to Massachusetts or Philadelphia
Pennsylvania:
Stun guns are legal in Pennsylvania. However, the State restricts possession of an “electric capacitation device” the in the same manner it restricts possession of a firearm. 18 Pa. Stat. and Cons. Stat. Ann. § 908.1.
Massachusetts:
Massachusetts classifies a stun gun as a firearm. Mass. Gen. Laws ch. 140 § 121. Therefore, it is illegal for any person to possess a firearm who has not obtained a license to carry a firearm. Id. at §§ 129C, 130. Similarly, it is illegal to sell a stun gun to any person under the age of twenty-one nor to any person who is not licensed to carry a firearm. Id. at § 129C (unless the buyer presents a valid firearm identification card and a permit to purchase or presents such permit to purchase and is a properly documented exempt person. Id. at § 129C(u)).
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Does any volts come out of the end of the cane?
Yes, that's where the volts come out.