your are going to have to go to each non-resident state's website and look at the filing instructions for non-residents to see if you are required to file. if you are and don't I'll bet sooner or later you get a bill with penalties and interest if you owe taxes. however, as a practical matter, you are unlikely to get a bill if the tax is only a few $'s - no guarantees.
I will give you a suggestion that you need to discuss with the other shareholders. some states allow the corp to file a composite return for the non-resident shareholders. thus it pays the tax for them and alleviates the need for them to file there own returns. issues can come up if any of the shareholders have other income sourced in the state. usually they have to file a return and include all income, thus a composite return may not be practical.
