My W2 form for one of my jobs have TN as the state in box 15 but when I try to select TN in the option box it is not there

Enter your W-2 as shown.  Tennessee does not have Income Tax, so you will not need to file a return there.

This is a glitch in TT.  The work around is  just leave boxes 15-20 blank, since TN does not have an income tax.  If you're dealing with multiple states, replay back with more info so we can give you another workaround