Most mutual funds will provide a breakdown. But they don't automatically sent it to you. You usually have to ask for it, or find it on their web site. The individual state amount can be small (average about 2% per state) and some people just don't bother with it.
If your mutual fund company provided you a breakdown, you are only interested in your home state (AZ apparently). Multiply the % for your state by your total tax exempt dividends to get a $ amount (you can't enter the % in TurboTax [TT]). When asked which state, check the box "I earned tax exempt dividends in more than one state". In the drop down menu, select your state and enter the $ amount you calculated. In the 2nd box, select "More than one state*" (at the bottom of the scroll down list) and enter the remaining dollar amount.
Your state will tax all the dividends except the dividends from municipal bonds from your state and US Territories.
