Tennessee has no personal income tax on earned income, such as that reported on Form W-2 or Form 1099-MISC.
It is not clear from your question why Arizona is being discussed. Did you live in Arizona at any time during 2018? Did you earn any income from Arizona sources? Were you considered a resident of Arizona at the time you earned income in Tennessee. If the answer to any of these questions is "Yes," then you might have to file an Arizona income tax return, either as a resident, part-year resident, or nonresident, depending on your circumstances.
For more information, please refer to: https://azdor.gov/individual-income-tax-information