Form 309 (credit for taxes paid to other state) should be included with the AZ return automatically, its part of the AZ program.....are you sure its not asking you to attach a PDF of the OS (other state) return that goes with the Taxes paid to Other States credit? OS Tax Return is a choice in the list of Types of files to attach.
Which other state is involved? Ive got one or two that have the 309 for California included, I only remember having to attach the pdf of the CA return, I'll try and remember to take a look at them next week See if anything stands out.
California is one of those weird states that gives nonresidents a credit for resident tax -- so an Arizona resident with California nonresident tax would generally not be filing a Form 309. So we do need to know which two states are involved, and where the taxpayer is a resident. The Form 309 doesn't always require a state return -- for example, if the tax paid is foreign tax on dividends.