As a general rule, the copies that must be attached are the forms that had state income tax withheld (in your situation). Those forms are to support the fact that the state taxes were withheld and submitted by your employer(s)/financial institutions.
So if a form doesn't have any state income tax withheld, you would not need to submit those forms.
*** I am NOT a tax expert. I am a seasoned TurboTax user, and volunteer to provide assistance to TT users. Nothing I post is to be considered TAX ADVICE; I bear no legal liability for responses.***