How do I know where state exempt-interest dividend comes from when no state is listed on my 1099-DIV?

[Zbucklyo]

For a multistate muni bond fund, the brokerage firm should supply you with supplemental material showing the percentage of dividends paid broken down by state.  Check online or the 1099-Div mailings you received. The only thing relevant is your home state (if it has an income tax) and 'More than One State'. Figure out the income from your home state from that supplemental material - the rest is 'More than One State'. If you live in CA, it is a bit more complicated.