How do I change the address on the state return?

If you haven't filed your return, you will change the address from the federal section and it'll flow to the state. 

From the Tax Home, go under "About me" section, and then under "My Personal Info". 

If you have already filed your return and need to update your address with the state, you will need to contact your State Department of Revenue

Thanks for the answer. I have not filed yet, my problem is I'm married and filing jointly. I am non resident of the state my wife is in. The federal 1040-SR has the address of my state that had no income tax. The address on the 1040-SR shows up on the state tax also. How do I change that before I file? Do you have any idea how I can fix that?

Thanks for any help

TurboTax doesn't allow you to have one address on Federal and a different address on State. You would have to paper file the state and manually change the address on the form.