You will need to file a non-resident California tax return to get a refund of that income. This assumes that your employer is unable to correct it for 2015. Even if they can, it will be much quicker for you to file as a non-resident and report that zero income was earned in California.
Going forward, make sure your employer has the correct state information for tax purposes. It sounds like they defaulted to CA since there was no state tax withholding form filed because neither Texas or Nevada has income taxes.
How to file a non-resident state return?
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