It depends. Here is a guideline that the IRS has published. In this instance, only the W2 should be mailed with the return. This is the same for the state of California.
As a guideline for both, you will send in any tax document that shows that there was federal or state tax withheld. For an example, if your 1099 B shows either a federal or state tax withheld, you would send that in also. It is very rare that this happens though.
After you finish your return, Turbo Tax will give you complete filing and mailing instructions for both returns if you are submitting by mail.
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