First, make sure you have entered the correct two-letter state code (e.g. NY, MI, CA, etc). If you are still having a problem (and are sure you have the correct state code and zip code), try entering a different zip code - if you find one that the program will accept, then proceed with your tax return.
There isn't any way for us to tell why the program is not accepting a particular zip code, however, you can try entering other zip codes that are close to the one on your W-2G (e.g. 20733, 20731, 20730, etc.)
See Error: "ZIP code is invalid for electronic filing" for additional information on this issue.
