You must report all of your wages to your state of residence. You will then be taxed on them. If you paid taxes to another state (NY in your case), you can take a credit for those out-of-state taxes to reduce your home state liability.
It is advisable to prepare the non-resident state first in order for the NY tax liability to be computed, before preparing your home state. That amount will be needed for your credit paid to other states.
You can read more about living and working in different states here: Multiple States—Figuring What's Owed When You Live and Work in More Than One State