Hello,

I have been processing payroll for multiple states each payroll period for about 8 years...the following has worked for me and I have no issues with my w2's (for the most part) 

Simply create "Payroll Schedules" and called them by the States you currently have employees working in.

No need to create an extra employee profile for the same person.

Go to the employee profile and payroll tab then change the payroll schedule and state tax information.