Virginia does not require you to include a copy of your federal return with your VA state tax return.
There are some VA deductions (e.g. Business Interest Deduction) that require you to include a copy of the federal form for claiming that deduction (e.g. Form 8990), but the entire federal return is not required.
Also, As @Karen1209 states above: If you are claiming a credit for taxes paid to another state, you will need a copy of that state's completed tax return.
