Tennessee is not available to select on line 15 for state name it only has Texas no Tennessee available what do I do?

Leave that box blank.  Since Tennessee doesn't have an income tax it is not available to select.  Be sure to also leave boxes 16 and 17 blank as well. 

There are now 8 states that do not tax their residents’ income: Alaska, Florida, Nevada, South Dakota, Tennessee, Texas, Washington, and Wyoming. If your state is not listed in the W2 box 15 drop down list it doesn’t have an income tax.  Leave W2 boxes 15,16, & 17 BLANK, empty, no spaces. 

I have left it blank, several times, and when I finish it says I have items to review. It's four items and it's all the same thing, I can't select "TN"

Did you make sure that boxes 16 and 17 were blank, as Susan said?

Also, please tell us exactly what TurboTax objected to in the Review. We need to make sure that we are all talking about the same thing.