I got TEN W2's from my employer, 9 of them only have boxes 18, 19 and 20 filled out for all the cities we have done work in. Do I need to file all of these separately??

No.  Enter the first W-2 with all your income information (Box 1, Box 2, etc.).  When you get to Box 18 - 20, just click on "+Add another row" to enter the other W-2s that just contain that information (i.e., you'll have 10 rows of Box 18 - 20 when you finish).