The electronic states near a surface or a domain wall in the p-wave superconductor are studied for the order parameter of the form p_xpm i p_y-wave, which is a unitary odd-parity state with broken time-reversal symmetry. This state has been recently suggested as the superconducting state of Sr_2 Ru O_4. The spatial variation of the order parameter and vector potential is determined self-consistently within the quasi-classical approximation. The local density of states at the surface is constant and does not show any peak-like or gap-like structure within the superconducting energy gap, in contrast to the case of the d-wave superconductors. The influence of an external magnetic field is mainly observable in the energy range above the bulk gap. On the other hand, there is a small energy gap in the local density of states at the domain wall between domains of the two degenerate p_x+i p_y-wave and p_x-i p_y-wave states.