You have to be in a particular TurboTax state income tax return to get to the Credit Paid To Other States or Country screens. 

When you are preparing more than one state income tax return, each state will ask if you paid taxes to another state.

See the screenshot example below.

Once you've determined that you need to file a part-year/nonresident state return, the first thing you want to do is make sure you've filled out the Personal Info section correctly:

1. With your return open, click the first tab, Personal Info.
2. Continue to the Your Personal Info Summary screen.
3. Scroll down to the last section, Other State Income, and click Edit.
4. At the Did you make money in any other states? question, answer Yes and make sure your nonresident state(s) are selected from the drop-down.
5. Click Continue to return to the Your Personal Info Summary screen.

After you finish your federal return, you'll automatically move to the State Taxes tab, where you'll see your nonresident state(s) listed in addition to your resident state.

To ensure accurate calculations, we strongly recommend preparing your nonresident state return before you prepare any resident or part-year state returns. More tips:

• Select the long form (if the option is available) even if TurboTax defaults to the short form.
• Only report the income attributable to the nonresident state.
• If preparing a nonresident return solely to recover erroneous tax withholdings, enter 0 on the screen that asks for the amount of income earned in that state. This will eliminate your tax liability for that state, resulting in a full refund.
• If you live in a reciprocal state, consider submitting an exemption form to your employer so you don't have to file a nonresident return next year.

See the screenshot below for a nonresident/part-year resident state income allocation.

Hi.  I am a California resident with rental property income in Colorado and Arizona.

I already filled out the Colorado return online as it is simple and no need to use Turbo Tax.

Where exactly do I enter these to get the credit for taxes paid in another state?

I haven't found this entry in the wizards yet.

I also know that, at least in the past, Arizona has a reciprocity agreement so that I need to file CA first, then enter the credit on the AZ form.  Is this correct?

Sorry, I posted too soon, I think I found it. "Other state tax credit".

I wish the Turbotax state handling was much better.  They should look at the info for the property addresses and figure most of this stuff out.  I think the state packages are too expensive for what they do.  They never seem to really figure out anything themselves.  Then you are out the e-file fee.   I filed CO in about an hour for free on their website.