It depends. If you did not have income tax withheld and didn't earn more than the filing requirement, you don't need to file. You must file a return if any of the following apply.
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Your unearned income was more than $1,050.
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Your earned income was more than $6,300.
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Your gross income was more than the larger of—
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$1,050, or
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Your earned income (up to $5,950) plus $350.
Even if you aren't required to file, if you had income tax withheld you will want to file a return to get a refund. If you are required to file, you will need to file a resident return in your home state and a non-resident return in the state where you worked.