What should I select in the "state" section of the Employer address of W2 information if my employer listed a Canadian address on my W2? Worked in US but canadian biz

When entering your W-2, you need to change the dropdown box that defaults to U.S. Address.  

To do this in TurboTax Online you can follow these steps:

1. Within your federal tax return in TurboTax Online go to Income & expenses
2. If you have already started entering the W-2, click Edit/Add on the Job(W-2) line, if not, click Start
3. If you have multiple W-2s entered, choose Edit next to the one you need to add the state withholdings to or Yes if you have not entered it yet.
4.  Verify or enter who the W-2 is for and click Continue
5. Enter the Employer Identification Number as shown on the W-2 and Continue
6. Change the dropdown box that has defaulted to U.S. Address to Foreign Country
7. Proceed entering/reviewing your return.