No worries - mine doesn't either. Is Turbotax asking you for them? It didn't ask me. Box 16 on a "regular" 1099-R (like from the TSP) is the state distribution and 17 is the local tax. Those boxes are blank on all our 1099-Rs that do have the printed boxes.
What you will do when filling out your state forms (I'm assuming your state taxes your pension same as the federal form does) is to use the taxable portion of your pension in box 2 (if the state form even asks for it separately) same as you do for the federal form. If you had state tax withheld from your pension, it will be listed in box 14. If you had a local tax withheld, see if your annuity statement on Services Online lists how much was withheld for the local taxes and use that as line 17 but call or email OPM and ask that they provide a corrected 1099-R (they may not be able to if the CSA 1099-R never includes that box) or at least some kind of official statement. Print out the end of year statement from Services Online and keep for your records even though they say not to use it for taxes.
