To be on the safe side, you should attach the 1099-R forms even if they don't include Maryland tax withheld.
Per the Maryland Form 502 Instructions (page 5 of PDF):
Attachments: Make sure to send all wage and tax statements such as W-2s, 1099s and K-1s. Ensure that the state tax withheld is readable on all forms. Ensure that the state income modifications and state tax credits are clearly shown on all K-1s.
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