No, you do not have to get another W2.
Prepare your federal return as usual, with one exception.
- In the W2 entry you can use your pay check stubs to split the state wages income between the two states in box 15. Enter for each state the actual wages earned in each state but leave all of the withholding listed for the state where it was actually paid according to your W2.
You should be able to apply the applicable wages to each state when you are preparing the state returns but this may make it easier. Be sure to select part-year residency status in each state.
As you noted, there will be a balance due to the state where no withholding was taken, but the refund from the other state should offset it at least partially. All states have different rates of tax.
