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Launching from Cape Canaveral has many benefits, including launching over the ocean (in case something needs to be dropped off) and saving energy by being at a lower latitude than most of the United States. Like NASA, why doesn't the Air Force also have a launch complex in Florida instead of southern California?

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Good question. Air Force does have a launch facility on East Coast, like @PearsonArtPhoto mentions, in the Cape Canaveral Air Force Station, and I believe they could also launch from the Wallops Flight Facility or Kennedy Space Center. But I'd like to focus on whether there's any advantages in launching from the Vandenberg Air Force Base, i.e. from the US West Coast in particular.

For commercial launches to prograde, low-inclination orbits, I can't think of any convincing advantages except that it might, in some cases, be easier to retrieve booster and core stages from land than from water, or slightly easier to assume highly inclined or polar orbits over specific territories (e.g. overflying less densely populated areas). This would depend on launch vehicle used though and their possible flight profiles, but in case of launching into retrograde or polar orbits, Vandenberg is more suitable. For example, for Space Shuttle launches from Vandenberg AFB, NASA quotes advantages as:

Launches from Vandenberg have an allowable launch path suitable for polar insertions south, southwest and southeast.

              enter image description here

The launch limits at Vandenberg are 201 and 158 degrees. At a 201-degree launch azimuth, the spacecraft would be orbiting at a 104-degree inclination. Zero degrees would be due north of the launch site, and the orbital trajectory would be within 14 degrees east or west of the north-south pole meridian. At a launch azimuth of 158 degrees, the spacecraft would be orbiting at a 70 degree inclination, and the trajectory would be within 20 degrees east or west of the polar meridian. Like KSC, Vandenberg has allowable launch azimuths that do not pass over habitable areas or involve safety, abort, separation and political considerations.

Quote and image source: NASA History Office

For military launches though, the large part of the initial ground track during a rocket launch would go over the territory of the United States in case of Vandenberg AFB, where with East Coast launch sites, it is soon over the international waters of the North Atlantic. That might be an advantage with launches where it's absolutely imperative to leave all the tracking to US owned and operated tracking stations (including the ones in North Atlantic that would extend this range due East) and, sort of speak, also cover the tracks with any staging where the locations where the core stages fall could reveal intended target orbit of the space bound vehicle.

For example, not a U.S.A.F. related incident, but I remember reading about Russian spy ships disguised as fishing trawlers mooring too close to the Guiana Space Center and even delaying some launches until the French navy managed to chase them away (I'll try to find some links). Why is that potentially a problem becomes more apparent when you consider that assumed orbits of satellites can reveal their purpose. For example, Molniya orbits are particularly interesting as the satellite lingers over certain locations on the ground for a long period of time (relatively speaking) and at a low altitude perfect for remote sensing. But these orbits are also highly inclined and highly eccentric, something that can be inferred through tracking the flight paths of launched rockets, especially if the launch vehicle's performance is fairly well understood (which can be inferred via previous launches or other means of espionage, like e.g. stolen documents).

And trying to interfere with communications with the launched vehicle to sabotage the launch isn't excluded either, so there's a clear advantage to keeping initial ground track over US terra firma, or at least also Canada and later Alaska or Greenland with retrograde or polar orbits, where any such espionage attempts would be easier to detect and deal with, while they might prove impossible or risking an incident in the international waters.

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I promised a link, and while I still can't find the exact one that I mentioned in the answer, here's another interesting article by Los Angeles Times from 1986 that mentions possible sabotage of US military launches by Soviet "trawlers" suspected of transmitting launch abort codes. I can't comment on accuracy of its claims though, some insinuations do seem a bit farfetched. But the Soviet "trawlers" did shadow most US launches, even as far away as Woomera, AUS. –  TildalWave Jan 27 at 3:57
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It depends on what your goal is. In the case of the Air Force, their main goal is to launch satellites in polar orbits. In that case, California offers a few benefits:

  1. You can launch north/south
  2. You don't have to take as much equatorial spin out of the satellite.
  3. The launch trajectory is better for polar, which launch north-north-east. That would go over the East Coast if launched from Florida.

As far as launching things from Florida, they actually do have a facility, it's called Cape Canaveral. They do launch things from there when it make sense to, but a lot of their launches need to be more polar, and thus make sense to launch them from Florida.

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I thought Cape Canaveral was run by NASA, not the Air Force. I am aware that some Air Force launches happen at CC, but I was just curious why all of them wouldn't be. Just came across this: en.wikipedia.org/wiki/Cape_Canaveral_Air_Force_Station –  Stu Jan 27 at 0:47
    
Also, why can't you launch north/south from Cape Canaveral? –  Stu Jan 27 at 0:51
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Cape Canaveral is USAF base, NASA runs a portion of it, the Kennedy Space Center. –  PearsonArtPhoto Jan 27 at 1:36
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