REMC SNP annotations for transcriptome prediction - epiXcan
After much research I found out how to obtain the annotations.

You must go to the REMC website: https://egg2.wustl.edu/roadmap/web_portal/

Go to the chromatin-state-learning tab, and choose the n-chromatin state model desired - the core has 15 states, then 18, then 25 (imputed states). 

Following this, you must go to the download URL link and, you will find a lot of files, primarily with the following coding information: E0*.. This corresponds to a particular tissue/cell type and so you must choose the one relevant to your research question. The way they are correspond to each tissue/cell type can be found in the following paper:

https://www.nature.com/articles/s41467-019-11874-7#Sec22