You need to go into the income section of TurboTax and see if there is anything listed (an entry or a checkbox that was incorrectly checked) that would make it look as if you had pension income or if you took money out of a 401(k) or an IRA. When you find the reason why TurboTax thinks you received a 1099-R, then you need to correct it. Once you find the problem and correct it, you will need to file an amended federal return. You don't want to file your state return by mail until you find the problem, so that you don't have to amend it.
Unless a 1099-R does arrive for you in the next few weeks or you find the problem in TurboTax, you'll have to file an amended federal return and wait to file your state return until you understand what the problem is. The IRS will look at your return and compare the paperwork they have to your return. TurboTax is seeing something in the information it has that tells it there should be a 1099-R issued for 2012. Unless the IRS has a 1099-R for you on file, you will receive a letter from the IRS wanting a copy of the 1099-R and an explanation of why the IRS didn't receive copy of the form.
Once you figure out what the problem is, you will have to file an amended return with the IRS explaining why they won't have a 1099-R form on file for you.
You probably need to start working with TurboTax tax support if you can't find an obvious error in the pension and retirement income section, so that they can help you find out what is wrong with your tax return. If you can't find the problem, other brick-and-mortar tax forms will review your tax return for free and they may be able to find out what the problem is.
You need to resolve this problem before you go any further with filing your state taxes, because filing an amended federal return is difficult and you don't want to have to file an amended return for the state as well.
Let me know if I can help you any further with this problem. I'll be happy to follow up until your problem is resolved.