In all likelihood, the dividends truly are from more than one state, so you are going to want to select "More than One State” from the drop-down menu (if you are getting an error in the review, see note below). But, its possible you can get a tax benefit on your state return if you can identify which state the dividends are from (the ID would be the state ID, i.e NY for New York). The tax benefit you would get would be that your home state would not tax the dividends that come from your state if there even are any. They would still tax the other dividends.
Note: If you are getting an error related to this during error check, you can enter "XX" in the error check. That is the equivalent of the "more than one state" option and will clear the error and allow you to proceed with your filing.
Try going back into the interview and review 1099-OID information. When you get to the page asking about which states for the exempt interest, select "more than one state" from the drop down menu in the box, but do not check the box underneath just click "done." and move through.
I imported my info from a financial institution and made the mistake of selecting 1 state rather than "more than one state". I can't seem to get back into the interview in order to review the 1099-OID info, in order to make the change.
You can make your correction in the Federal interview section of the program.