You are correct the federal return will reject and therefore so will any state returns filed with it. To work this in TurboTax you would need to create "mock" separate federal returns which will not be filed but will allow you to generate the accompanying state return for printing/mailing.
In online versions you would need separate accounts for each separate federal/state return. However in a desktop version you can create up to 5 separate returns in one product.
Here is a link with more information if needed.
As noted by @PattiF you also can research the individual state websites (below) to create/file there; usually for free.
MO DOR
CA FTB
LA DOR
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