do the letters AL appear in box 15 and an amount in box 16? if so, it would seem you performed some services for your employer in AL that make those wages taxable there. if you didn't you need to contact your employer for a corrected w-2.
Many states with an income tax will tax an employee's wages earned while physically present and working in that state even though their employer is situated in another state. "ballplayers" is a common example of employees who have to file in multiple states.
Two other reasons TurboTax (TT) will generate another state return: in the personal info section
1. You indicated you lived in that state part of the year
2. You indicated you made money in another state