My 2020 Form 1099-DIV does not show a State where earned. How do I find that info?

You may be able to find that information from the fund that issued the dividend if it is not included with the supplemental information on your 1099-DIV. 

If you received a 1099-DIV with information in Box 11 for exempt-interest dividends, TurboTax will ask from what state they were sourced. If you do not know which state sourced the dividends and you cannot find this information, you may select I earned exempt-interest dividends in only one state and then select Multiple States in the pull-down menu. This means that the entire amount will be taxable by your resident state.

Your resident state would not tax dividends that are sourced from within their state or from U.S. possessions like Puerto Rico and Guam. If it is not a large amount in Box 11, it may not impact your state return even if it is exempt.