Yes...the appropriate copy of any W-2 forms. Plus a copy of any 1099-xxx hat shows withholding on it.
Federal and state forms go to different addresses...(you may already know that, but you'be be surprised at how many people don't seem to realize that Fed/IRS and State are different tax entities)
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*
