I also must file taxes in dual states; one where I reside and the other where I work (NY). If both states require you to file taxes, you must do it. NYS Form IT-203 - Non resident is the way to go. You list the taxes you paid to the state and things calculate in accordance with the federal you are filing. Also, in my case, my state of residency provides me with a CREDIT for the taxes paid to NY. My employer also provides a W-2 with my state's jurisdiction, so it's easy for me to do. Turbo Tax has been my choice of software for years, and the process is easy. Best of luck to you.
