No, you only need to include forms with NY withholding on them. The income from all the 1099-R forms are included in federal income and transferred to your NY return. The NY withholding (which is not included with your federal return) is what gets added to (subtracted from NY income) your NY return.
**Say "Thanks" by clicking the thumb icon in a post
**Mark the post that answers your question by clicking on "Mark as Best Answer"