States have different rules and procedures when it comes to extensions – some require them, some don't, and some don't even have an extension form.
If you already completed (or are mostly finished with) your 2018 state return in TurboTax Online, go back into your state and look for a Need more time to file? or similar extension question or option, usually towards the end of the interview (step through your state again from the beginning if you didn't find it). Then follow the onscreen instructions in TurboTax.
Otherwise, if you haven't (or you just) started your 2018 state return, scroll down to your state for alternative instructions.
Massachusetts (MA) – The filing deadline is April 15. Massachusetts automatically gives you a 6-month extension to October 15 if you don't owe. If you owe them taxes, file your extension and submit payment by April 15 to avoid penalties. You can either include a check with Form M-4868 or pay online at MassTaxConnect.