Oops, I think I posted my reply in the wrong place (to Critter1 instead of pjit).
Critter1's reply is excellent and thorough. I have one addendum (for Massachusetts, which may be new this year, I don't know):
According to the 2020 mass.gov website:
3) Don’t use staples or paper clips
Please do not attach checks or other documents to your return with staples or paper clips. It will definitely slow down the processing of your return. Enclose them instead, when you send by mail
