To a return already efiled (you used the past tense), no.

To a return which is intended to be efiled, yes.

Go to input page 4.4 (in the INDividual program; may be different in other modules), click on the button at the top of the page, select the file you want to attach.
  Set the "attach to federal return" to "no".
  Scroll down to the state to which you want the file to be attached, and fill in whatever indicators are needed (varies by state).



Robert