@Jeffrey-Frank You will have to file a Pennsylvania Tax Return. When you do so through TurboTax, you will see boxes in a screen entitled Confirm This Income. Check the boxes that make all of the income not-taxable in Pennsylvania. This will create a PA return with $0 income. Sometimes these returns must be mailed in. If that is the case, you may also want to submit proof of WV residency (and a copy of the WV tax return) that shows you claim all of the income in West Virginia, and you should get your PA tax withheld refunded back to you.
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