No, You can just scroll to the end of the top State Selection dropdown and select "Multiple States" for all of it.
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If your state has an income tax, and the % is large enough for your state, you "Can" (if you want...i.e. not required), you can use the second drop down and indicate the $$ amount for your own state, and any US territories (Puerto Rico, Guam), and the amount left over is just all "Multiple States" ( or "More than one state" if listed that way).
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Note that for Illinois, you aren't allowed to break out the IL $$ for Bond Funds...only for actual IL bonds you own separately.
CA and MN have high % limits on when you can break out those $$ from Bond Funds (CTmight too, but I haven't checked into that).
UT has special rules that allow you to also exclude any $$ from any state that does not tax UT bonds.
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*
