As of React v16.1.1 (2017), here is the official solution: https://reactjs.org/docs/handling-events.html#passing-arguments-to-event-handlers
TLDR: OP should do:
render: function() {
...
<a style={showStyle} onClick={(e) => this.removeTag(i, e)}></a>
...
removeTag: function(i, event) {
this.setState({inputVal: i});
}