I live in Georgia, but have rental property in Alabama. Do I need to file an Alabama State return in addition to Georgia?

Yes.  Rental income from a property located in Alabama is taxable by the state of Alabama. 

This FAQ explains how to file a non-resident state return in TurboTax:  https://ttlc.intuit.com/questions/1901271-how-do-i-file-a-nonresident-state-return