Using the TurboTax desktop CD/Download editions only 3 state returns can be e-filed attached to a federal tax return. All other state returns will have to be printed and mailed when attached to the federal return.
See this TurboTax support FAQ - https://ttlc.intuit.com/turbotax-support/en-us/help-article/intuit-product-orders/many-returns-e-fil...
