Yes, you can e-file all 3 returns for your (same) state. Just keep in mind that there is a separate charge to e-file a state return using the Desktop (CD/download) platform. That fee is currently $19.99, I believe, but will increase soon. Prices are subject to change at any time without notice.
*** I am NOT a tax expert. I am a seasoned TurboTax user, and volunteer to provide assistance to TT users. Nothing I post is to be considered TAX ADVICE; I bear no legal liability for responses.***