My employer is from Vancouver Canada, but I work in Arizona I cannot change the country and it keeps asking for state of employer and zip code. I need help fixing this.

[ThomasM]

On the W-2 input screen, you have to make sure that you've checked "Other" rather than "US Address" when you're entering your Canadian employer's address. 

Once you've selected "Other" then you also need to make sure that "Foreign Address" is checked rather than "APO, FPO, or DPO".

Once you check "Foreign Address" the address boxes change to accommodate the foreign style.  If these boxes aren't checked properly, then TurboTax will be thinking there should be a state & zip code when there isn't one, and you'll get an error.