It was income in the state where you got the money.

Yes. When you are are a part year resident, you figure your income for each state based on where you lived when you received it. Make sure you keep any proof that has a date on it (statements, etc) as the 1099s don't have dates on them.

If you were resident of Texas, it was retirement income while resident of Texas, and since 1995, is Texas income. Louisiana, I believe, considers you a part-year resident, and taxes by percent of income that is Louisiana sources.