I joined the US Army in 1959 and retired in 1979. Under the state of Oregon law I am not required to file state tax. How do I file my Federal Tax without filling state?

You should be able to skip the Oregon state tax section when you get to it.

But be careful.....the way I read the OR regulations

......Oregon doesn't say you don't have to file an Oregon tax return at all......it just says that your Federal/Military retirement income will be subtracted from your Oregon taxable income. 

 You might have other income that is taxed by Oregon. Even if you end up with no Taxable Oregon income tax in the end, you may still have to file an Oregon tax return.

You are required to file in OR , if your Gross income exceeds what is posted on this page:

http://www.oregon.gov/DOR/programs/individuals/Pages/file-requirements.aspx

(whether you owe or not is immaterial)