Since Tennessee does not have an income tax, Tennessee should not be listed on your W-2 Box 15.
Your W-2 might have the state you work in listed in Box 15 if that state does have an income tax.
If Box 15 lists the state in which you work, select that state from the drop-down.
You are not selecting the state you live in, you are entering the W-2 exactly the way it was reported to you.
On your REAL paper copy of your W-2, what is listed in Box 15, 16 and 17?
If Box 15 is blank, leave it blank as long as there was no state wages or state tax reported in box 16 or 17.
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