If you started a state return with the TurboTax program it will be included in the PDF you download. When viewing the PDF the state return will be listed directly below the Federal return forms, schedules and worksheets.
To access your current or prior year online tax returns sign onto the TurboTax website with the userID you used to create the account - https://myturbotax.intuit.com/
Scroll down to the bottom of the screen and on the section Your tax returns & documents click on Show. Click on the Year and Click on Download/print return (PDF)