In addition to what SteamTrain mentioned above, typically, when there is a state reciprocity agreement in effect, the state you are working in does not require withholdings in the nonresident state.
You would need to have an exemption form completed with your employer to ensure you are only having taxes withheld on your resident state. See the link below for more information on the forms as it will depend upon which state is your resident state.
State reciprocity agreement exemption forms link
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