I have earned exempt-interest dividends and it is asking what state that was earned in. I lived in two states this year and there is no information on my 1099 about it

[MnMnMarin]

I encountered the same situation, they are not asking what State you lived in.  The State you live in may or may not allow it to be tax free...  You can look up your investment online and there should be a 2020 year end statement for it and it will provide details about all the States the Investment  invested in and the percentage for each State the investments were in.  In my case, I identified the percentage for CA where I live and calculated the amount of interest dividends from CA and then added a second line item for "More than one State" (it's the last item in the drop down menu) and assigned the rest of the interest dividends to that.

[DianeW777]

@MnMnMarin has provided the right solution.  You must find the percentage earned that applies to your state, that portion of your tax exempt interest dividends will be tax-free to your state.  All of the remainder will be taxable to your state. Your broker can provide this information for you.

None is taxable for IRS or federal tax purposes (may be added back for some tax calculations, not common).