My locality name is blank on my W2 won't let me go any farther without it

[HighmanS]

Just fill it in based on where you live.  Most likely a county or city.  Doesn't matter if W-2 doesn't have it.

[ThomasM125]

If you have local wages in box 18  you will have to enter the locality name in box 20 to make sure your local taxes are accounted for properly. You will have to do some research to find out what locality the wages are being reported for, which is often the city or town where you work or live, and enter an abbreviation for it in box 20.