Box 15 on Form W-2 Wage and Tax Statement must list the state for which the employer withheld the taxes and, more importantly, to which the employer remitted the taxes. If it doesn't, the state claimed will reject the withholdings, as they never received them from the employer.
You must always contact the employer for this information if it is not on the Form W-2 (and yet there is an amount in Box 17). If there is not an amount in Box 17, the state listed in Box 15 would be the state the employer reported the wages to in its reporting.
Note that any link in the information above is updated each year automatically and will take you to the most recent version of the document at the time it is accessed.