Please explain so we can be more helpful. Did you move from one state to the other during the tax year? Did you live in one of those states but work in the other state? If you moved from one state to another, you need to file part-year returns for each of the states. If you lived in one state and worked in the other one, you need to file a NON-resident return for the state you only worked in, and then file a resident return for the state you lived in.
https://ttlc.intuit.com/questions/1901227-how-do-i-file-a-part-year-state-return
https://ttlc.intuit.com/questions/1901560-how-do-i-file-if-i-moved-to-a-different-state-last-year
https://ttlc.intuit.com/questions/2895983-how-do-i-allocate-split-income-for-a-part-year-state-retur...
https://ttlc.intuit.com/questions/2895920-why-would-i-have-to-file-a-nonresident-state-return
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