Your employer could have put both your NY and NJ wages and tax withheld on one W-2, but issued you two separate W-2s instead.
You can combine them into one entry in TurboTax (since it's the same employer).
Make sure you enter the Amounts that appear for both NY and NJ Wages (may be the same amount if you worked all year in NY) and the amount of State Taxes withheld for either (or both) states.
You will still need to file a Non-Resident Return for New York, since your income was earned there, and a Resident Return for New Jersey, since you live there.
Click the link for more detailed info on filing multiple states.
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