Go through your State interview again (and State Review) to see if it is actually completed.
If you're using TurboTax Online, close the program, clear your Cache and Cookies and return to the FILE section. You should get a link to View/Print/Save your return, and Save as PDF.
If TurboTax tells you that some of your state forms are not yet ready, here's a link where you can check State Form Availability.