You can do this by filing Arizona Form 140PY, Part-Year Resident Personal Income Tax Return. See the TurboTax Help article How do I file a part-year state return? for guidance.
You might also check with your employer or its payroll company, just to make sure that withholding was actually paid to Arizona, as shown on your Form W-2. It's not uncommon to have errors on W-2 forms.
But, if the W-2 correctly reflects that state withholding was made to Arizona, be sure to enter the state information into TurboTax, exactly as it appears on your W-2, and follow the guidance in the first link above.
[Edited 1/24/2024 | 10:26 am PST]
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