Do you have a copy of your last year's state return? If you received a refund it will be on there, same as if you filed a local tax return.
Sometimes you will be issued a 1099-G for refunds, but not all the time, so it's okay if you didn't get one. You will still report this in the same location in TurboTax (Wages and Income - 1099-MISC and Other Common Income - State and Local Tax Refunds)