The State on my 1099-int is incorrect for my address. Everything else is correct and how can I change the state?

Get out of the review and go back to the federal section to edit the 1099-int.   Search for 1099-int and use the jump to link.  Then click on edit (pencil icon) next to the form that needs editing and change the state (or whatever needs fixing) there.    Then go back to filing your return.   

I would delete the 1099 INT and enter it again just with the bank name and amount.  You don't need to enter the address etc.