We demonstrate that the vortex state in the Fulde-Ferrell-Larkin-Ovchinnikov (FFLO) phase may be very different depending on the field orientation relative to the crystalline axes. We calculate numerically the upper critical field near the tricritical point taking into account the modulation of the order parameter along the magnetic field as well as the higher Landau levels. For s-wave superconductors with the anisotropy described by an elliptical Fermi surface we propose a general scheme of the analysis of the angular dependence of upper critical field at all temperatures on the basis of the exact solution for the order parameter. Our results show that the transitions (with tilting magnetic field) between different types of mixed states may be a salient feature of the FFLO phase. Moreover we discuss the reasons for the first-order phase transition into the FFLO state in the case of CeCoIn5 compound.
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