I was holding J1 visa and studied in US from 2008 to 2009, and I had the internship in New Orleans. Last year I went to HR Block to file my state tax, and they filled the form R6006 for LA resident for me, however, I am not the resident in LA. I want to ask that do I still file the LA resident form or nonresident form for this year? And now I am back in China, my hr scanned my W2 and sent it to my email. Can I print out the W2 form or I have to use the original one and mail to US to file my federal tax, since I can't do the efile while it doesn't provide 1040NR-EZ form online. And what can I write for my visa type on the last day of tax year, since my J1 visa expired in June last year already? Thank you!

For 2009 you will file nonresident tax return and Form 8843.
If you did not live in LA, you are not a resident of LA.
If you had income in New Orleans, you you file New Orleans tax return.