Generally the composite 1099 gives a listing of all dividends. You need to weed through it to look for your state name in the listing of the specific funds. You could also ask your client, who either knows or could contact their broker to find out. 

If not there, and material amounts, you can go to the fund's website and look for the Tax Center. Most fund families are good at providing this info online.

If you go through this a lot, you can also buy a subscription to something that spits out the answers: https://www.mfpco.com/