When asked which states paid the tax-exempt interest, the last choice in the drop-down menu of states is "More than one state". Select that option and then "Continue".
See attached screenshot as an example.
You would only need details if you lived in a state with an income tax and had significant tax-exempt interest dividends from that state. If that is the case, update this post with a "Comment" and additional details (total tax-exempt interest, your state of residence).
