Ive had that happen, everytime you delete the line, it pops back up. I cant remember how to fix it though.
First try going back to the W2 and 1099R entry worksheets and be sure a state is assigned on each one.
If you've already opened the state returns, you can try deleting them. Then go back to the state allocation section first, before opening the states.
If you can delete the State, go to File and I believe the Add/Delete State is there.
If not, right click on the line and "Delete line entry" is sometimes the only sure way to get rid of something you already deleted but won't go away.