When you enter the Oklahoma interview, you will state that this is a non-resident return (that is probably already set). Continue a short way through the interview, and you should quickly come to "Adjustments to Federal Income". At the bottom of this screen, click on Start for "Other additions".
Enter the loss as a negative number in the Oklahoma Amount box, and click on Misc additions as the type.
Note: 1. Look at your Oklahoma return to make sure that the loss reduced and not increased your income.
2. Since TurboTax doesn't know what type of income or loss this is, if Oklahoma places any limits on such a loss, TurboTax will not apply the limit - you will have to figure the limit (if any) yourself and apply it when you enter it.
NOTE: aren't you entering this loss on your federal return? In this case, the loss will carry automatically to the Oklahoma return. In that case, you may want to look at the other state and make sure that the loss has been adjusted out for the other state.
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