When you print your state return in TurboTax for mailing the first page will be a cover sheet that will list any forms that need to be included with the return. Make sure that you also sign and date the tax returns that you are sending in the mail. They will be returned if not signed.
You are correct that 1099's, W-2's, and a copy of the federal will be mailed with the state return. The federal return will automatically print at the end of the state return Sign both the federal and the state returns.
This year, many people will also have 1099-G forms for unemployment. Always save a copy of any form that you send with your tax returns.
The cover page of the state return did not list any forms that need to be included and no federal return was automatically printed at the end of the state return.
Does that mean that those forms (W2s, federal return, etc..) do not need to be included or should they be included regardless?
The following link provides information on forms for both state and federal return filings: 2020 Tax Forms for Federal and State
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