Temporary out of state, paid by in-state employer

If I live in New York state, am employed in New York state, but was sent on assignment to Tennessee for 2 months with all my pay coming through my employer in New York state, do I need to do anything special in my tax filing? Am I entitled to any additional refund on my NY State income tax for the 2 months that I paid NY State income tax but was working in another state?  Do I need to file a tax return for Tennessee?