Andhra Pradesh & Telegana had elections in 2014. (In this elections, New Prime Minister was elected)
Tamil Nadu had elections in 2016.
UP, Goa & Bihar election going on now i.e 2017.
Why States in India don't have elections at a same time?
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The Indian Express published an article about this in June of 2016.
The article mentions the following barriers. I believe these came from a report by the election commission:
There are many reasons as state by other users, because India has a large population and as you know is a democracy where there are many elections happened for MP, MLA, municipal corporations, gram panchayat etc.
Conducting simultaneous elections is a daunting task because elections involves many task like issuing voter id card for new electors, managing lists of candidate and electors, putting checks on behavior of candidates.
Main working force of ECI is teachers and same rank government official managing them from all over India at same time is a challenge.
And as other stated it is costly to conduct elections.