I forgot a w2 for a different state I worked in

I just got emailed another w2 for a job that I worked at in Kansas City MO and also lived in KCMO during the time. I’m currently living 15min down the road but now I’m in Overland Park Kansas. Can I file another return because it’s a different state and I was living there? (I don’t know much about taxes) also turbo gives me the option to add another states tax right now, should I file my Missouri state taxes, or just wait and amend them, because I would need to file federal for Missouri?