I may be asking the obvious, but did you check the box for military pay on the next screen after your W-2? This box is what state returns trigger off of.

Also, in the state interview, some state ask additional questions when you have military pay. Did you see any such screens when you did the state interview?

If this does not help, please tell us which state you are talking about.

Thank you. For some reason I did not see that screen or it failed to populate. Knowing what I was looking for I found it. I feel silly now.