8879 is for YOUR files only.  It doesnt get attached anywhere.

Some states use the federal 8879, others have their own, 

Open the state return and go to the EF Instructions in the list of Forms In Use, it will tell you whats required for that state.

You don't need to attach W2s or 1099Rs to federal, but some states might be useful. Some states are not as sharp as the IRS.

You can keep paper copies of signed 8879s or scan them, but you must keep them. You could get audited by the IRS for them.

@Accountant-Man 

I am dutifully waiting and prepared for the audit. I have 12,534 8879s ready to send them… 

I was audited in year 2 or 3 of my e-filing start, which would have been 1993-1994. I had all the 8879s, of course, but I couldn't find my initial approval letter from the Service. 

I passed.