Alaska, Florida, Nevada, South Dakota, Tennessee, Texas, Washington, and Wyoming don't have income tax. If you're a resident of one of these states, you don't need to file a return in that state. If you work in one of those states, your boxes 15-17 probably do not have tax withheld and you can therefore leave them blank. On the next screen, TurboTax will ask you to confirm there is no state withholding and allow you to continue your return.
New Hampshire residents only file a tax return if their interest and dividend income (not wages, earnings, or other income) exceeds $2,400 ($4,800 for joint filers) plus additional exemptions for age, blindness, and disability, so they won't be on the list either.
If you are in one of those states, is there any amount in Box 17 (state withholdings)? If not, you can leave 15-17 blank. States without income tax are not in the drop down list for box 15. If you are in a different state, please clarify which state you are in. Thanks!