I have two W2s from one employer. I worked in a state where I'm not a resident, so one W-2 says PA and the other is KY. They both have their own EID. How do I input them?

If you have two separate W2s with different EINs, enter them separately as if you are working for two different companies.  It is common, especially for larger companies, to have different EINs for different areas of the country.  By entering the two W2s separately, the correct Federal and state information will be reported.

You don't state which of the two states you live in, but the principle of preparing the return is the same.  You will prepare the nonresident return first, that is, for the state you do not live in.  The state where you live taxes all of your income regardless of where you earned it.  But that state will give you a credit for the amount of tax you pay to the nonresident state for the income you earn in that state. By preparing the nonresident return first, TurboTax will transfer the tax information over to your resident state return to calculate the credit.