State tax filing

Exempt interest dividends are reported in Box 11 of Form 1099-DIV.  

You will need the "Supplemental Information" package from your brokerage/investment management firm (Vanguard) to see what states paid those exempt interest dividends. This information is typically given as percentages (%).  

Multiply the number you have in Box 11 by the percentages listed in the Supplemental Information to get the amount paid by each state. Many (most) of the results will be very small and can be ignored - only amounts paid by the taxpayer's home state are usually relevant to tax calculations. 

The following screenshots are an example of this supplemental information: