Sometimes it is a good idea to ask beforehand. If you only want to file a state return, you could get the forms from the state. Depending on which state, you may even be able to prepare it on the state's site, or at least get the form to prepare by hand. You will need information from your federal return to prepare the state return.
https://ttlc.intuit.com/questions/1901670-how-do-i-contact-my-state-department-of-revenue
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