How can I get a copy of my 2019 and 2020 state tax returns?

They should be in the same file after federal.  How to Access prior year online returns
https://ttlc.intuit.com/community/prior-year-return/help/how-do-i-access-my-prior-year-return/00/27010

If you can't get the side menus to open up to access the prior year..... You need to start entering some basic Personal Info in 2022 for the side menu to open up. Just continue a little ways into 2022. I had to go though about 12 screens.

If you used the Desktop CD/Download program then the only copy is on your computer and not saved or stored online. So you need to make and keep your own backups.

The thing is I didn’t get the extras when I filed my return. I’m thinking I may need to call TurboTax myself and see if there’s anything they can do for me. I was able to get to the screen where it states to review previous years returns but it won’t let me download them at all.