Which state are you referring to?

It looks like you need the District Code for Ohio.  https://tax.ohio.gov/static/forms/ohio_individual/individual/2017/pit_it1040_booklet.pdf

If it's a different state, you can find the district code by searching on the website for your state's Department of Revenue.

Do not enter LSD in box 20.

For example, if your W-2  has LSD1234 in box 20, at the W-2 screen in TurboTax, enter it as 1234 or SD1234; not LSD1234