In the Individual Program (Form 1040), there are certain states that do not allow Part Year Residents or Non-Residents to e-File their state tax returns. The state requires these types of returns to be mailed. If a state does not support the electronic filing of a particular return type, you will not see an "Electronic Information Menu" in the state return menu.
In the Business Program, there are certain states that do not support the electronic filing of certain types of returns. In these returns, when you try to mark the return electronic you will be informed that the state will not be sent electronically.