I have two federal w2 forms. Both have the same federal information but one is for the state of Mississippi, the other is for Alabama because income was earned in both states under the same employer. The state wages are different on each w2. Should both federal copies be attached to the federal return? If so, wouldn't that double the wages resulting in inflated income?

Yes add both of them if all of the information other then the state income is the same then it would be obvious to anyone that it is the same income a lot of times they send out two forms so you will have one to send to each state. As long as you fill out your tax form properly and send the w-2s you will have no issues