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Don't attach it to your return; keep it for your records. Use the information on your Form(s) W-2 to complete Form IT-2, Summary of W-2 Statements, which you must attach to your New York State tax return. Keep your state copy for your records.
I just called the I.R.S. and they stated that they would like a copy of my w2, that's why they send an extra copy!
.The state of NY is where you need to check on requirements for NY state. I know the IRS knows about federal but not all states require a W2 be sent.
You can attach if you wish but New York states not to attach the state copy to their return. Federal requires it when you file a federal return.