How do I create a efw2 file for a state that isn't in the list?

I'm here to help you file your W2s for a certain state in QuickBooks Desktop (QBDT) Payroll, @fillthegap.

Before doing so, can you specify what state you're trying to file a W2?  Knowing this would help me provide you with accurate steps. 

You can choose either to create your W2s or file them electronically with QBDT Payroll. It depends on your state. Since the state isn't on the list,  you can electronically file your W-2s through QuickBooks. You can do this if you're in Georgia, Illinois, Indiana, Montana, North Carolina, North Dakota, Utah, Virginia, or Wisconsin. Here's how:
 

1. Open QuickBooks, then go to Employees.
2. Choose Payroll Tax Forms & W-2s, and then Process Payroll Forms.
3. In the File Forms section, select your state worksheet.
4. Review the Select Filing Period year and change it if you need to.
5. Tap Ok.
6. Fill out the W-2 worksheet and select Check for errors to make sure everything is correct before e-filing.
7. When you’re ready, click E-file.
8. Enter your email address and contact phone number and press Submit.

For more information, see this link: File your state W-2s with Quickbooks Desktop Payroll Enhanced.  

I've also added this link if you need to set up a Federal e-file and e-pay in QuickBooks Desktop Payroll Enhanced.

Let me know in the comments below if you have other concerns about filing W-2s. I'm here to help.