The first thing I'd suggest is checking the paystub for this bonus to ensure that the W-2 is reporting state tax withholding correctly. If your paystub shows the additional states being withheld, you'll need to include all of the states on your W-2 and file nonresident returns in those additional states.
When you prepare the returns, make sure you allocate $0 of income as earned in those states. This will ensure you get a refund from those states since none of your income would be taxable to those states. You will still have a balance due on your Connecticut return since there was little tax withheld.
If the paystub shows all of the withholding being for Connecticut, your old employer should issue you a corrected W-2 with the correct amount showing for boxes 15-17.
