I was temporarily in another state, for 2 weeks, and closed a retirement account and received a 1099-R and they withheld the wrong state taxes. All of my employment is in MN and the taxes were withheld in VA. What do I do?

You will have to file a non-resident income tax form for VA, showing that while income tax has been withheld you actually had no VA-source income, and consequently deserve a full refund from VA. You will have to include the 1099-R on your MN tax return.

You should also attach MN tax return with your VA tax return.