No, there are no states that require all returns be mailed. If you are being told your return must be mailed, it must be a particular form or situation that's causing it.
Were you able to e-file, but then told to mail something, or were you told that you have to mail in your state return instead of e-filing?
What state are you filing?
**Say "Thanks" by clicking the thumb icon in a post
**Mark the post that answers your question by clicking on "Mark as Best Answer"