Q. What if the speaking engagement took place at a conference in a state other than that in which I live and work? Do I need to file a tax return in that state as well?
A. Yes, but "nobody" does. See http://money.cnn.com/2013/06/28/pf/taxes/business-traveler-tax-threat/ If you live in a state without an income tax (e.g. FL or TX), it’s more likely you should file in the work states. You can't use the "it all comes out even" rationale for not filing.
The income may be low enough that you may not be required to file. State filing requirements
https://ttlc.intuit.com/questions/2903200-do-i-need-to-file-a-state-return
