It depends, but all of those states do have tax returns. If you are using the CD version, you can accomplish this although you will need to do two separate returns, because TurboTax can prepare up to 5 state returns for you. Here is an FAQ with more information on this: https://ttlc.intuit.com/replies/3420559
You will file an Indiana resident return, and then nonresident returns for NY, NJ, LA, NE, CA, CO and MD. If in any of those states you are not required to file, you could choose to just enter the amount of state tax withheld from that state in particular, and how much income you earned in that state to determine your Indiana credit for taxes paid elsewhere. In all likelihood, this will balance itself off well enough.
But prepare all of the nonresident returns first. Here is another FAQ to assist you: https://ttlc.intuit.com/replies/3302052
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