Thank you for responding. Indeed this is what I did, but Turbotax online orders the returns alphabetically and seems to flow the Federal info down to them that way; CA, MA, NY is the order they show up, even in the PDF. In terms of processing, I did MA first but it still did not show any moving expense on the right form when generating a PDF. I found them in CA return (as mentioned in my original post). - the data had already percolated there even before finishing the state returns as evidenced by the drop down numbers for State
Also, when filing it prepares filing returns in alphabetical order also. I think it must be a bug.
