Where do you live? Pennsylvania? You generally report pension income in the state where you received it, not the state in which you contributed the money to it.
Note, however, that Pennsylvania does not tax a lot of retirement income. That's why you are asked to describe each 1099-R that you received.
You may want to contact your retirement plan administrators to see if the plan is considered a "qualified plan" for Pennsylvania purposes. See this discussion of the taxation of retirement plan distributions at the Pennsylvania Institute of Certified Public Accountants. (The state website does not have as clear an explanation).