This TurboTax Help states:
It's okay if your W-2G (gambling income) statement doesn't have a state tax ID number, or any state information at all printed on it. Unless you have state taxes withheld on the winnings, and as long as the casino is either located in your home state (or in a state with no personal income taxes, like Nevada), then you can safely leave Boxes 13-18 entirely blank in the TurboTax data entry. If these circumstances apply to you, then try leaving those boxes empty in the software, with no state selected from the drop-down menu.
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