Does a copy of other state return serve as a proof for Virginia tax return ?

Hi,

I am a Virginia (VA) resident but worked in NJ and IL (as non- resident). I worked with one employer and got W2 with two states income i.e. NJ and IL. Now, I am filing taxes for 3 states:

1. NJ (as Non-Resident)
2. IL (as Non-Resident)
3. VA (as Resident)

What I understand is that first I have to file for NJ and IL. Then I have to file for VA and attach the proof of NJ and IL tax returns there. VA gives credit for taxes paid to other states and needs the proof for other states.

My tax return for NJ and IL are straight forward - no additions or subtractions. Can I eFile taxes for NJ and IL and attach the print outs of NJ and IL return ?

My question is that by proof of returns of NJ and IL, what does it mean ? Just a copy of tax return of NJ and IL with W2 etc., serves he proof ?

Thanks dchadha