No...if you live in TX, you just get the drop-down list of states to display, and go to the END of the list of states, and select, "More than one state". Even if you live in TX....usually something needs to b selected.
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Not for a TX resident...but
....for a person living in an income taxing state (like NC), they could break out their own state (and any US territory bond interest), and then the rest of the $$ are just "More than one state":
Example for NC and a 1009-DIV (Similar on a 1099-INT):