Step 1: Locate Ellora:
Ellora is a village near Aurangabad (now Chhatrapati Sambhajinagar) in Maharashtra. Its rock-cut caves are a UNESCO World Heritage Site.
Step 2: Know the caves:
There are 34 caves cut into a basalt hill. They hold Buddhist (Caves 1 to 12), Hindu (13 to 29) and Jain (30 to 34) monuments. The Kailasa temple in Cave 16 is the most famous.
Step 3: Match the option:
So the correct choice is (C) Maharashtra. Karnataka (A) has Badami, Madhya Pradesh (B) has Bagh, and Gujarat (D) has no Ellora caves.
Final Answer:
(C) Maharashtra