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@akrutzler 

Ok.....just Reverse the states in the above answer.....then it will be your situation....but the same general tax situation will apply.  You will get a credit on your eventual NM resident tax return for the taxes you end up having to pay to AZ as a non-resident.

 

.....though, You will have to file an AZ non-resident tax return next year when you file your 2021 taxes.  (assuming the temp training in AZ occurred this year/ 2021)

____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*