Get your taxes done using TurboTax

It depends on what you invested it, if you can even get that information.  For example, if you live in NY, NY will not tax NY state bonds (but will tax other state bonds).  This is easy to figure out if you directly purchase NY bonds on the bond market.  But if you buy a mutual fund that invests in bonds, it might be that only a small percentage of your dividends is from your home state.  If the bond company can tell you where the dividends come from, you can put that in Turbotax and save the state tax on that tiny portion of the dividends.  But it may be impossible for the company to even tell you.