Yes, you can add 3 states in one return; TurboTax Online lets you prepare and e-file (or paper-file) up to five state returns per federal tax return.
1. Select "State Taxes" and press "Continue"
2. Press "Add Another State" on the "Status of your state returns" screen
3. Choose the desired state from the pull-down pick-list
4. Click on the state then press "Continue"
