@Koin299 asked: "Do I just file on my MI return what I received while in MI and put the amount I received while in AZ (even though I received it from MI) on my AZ return?"
Yes, that is exactly what you do. Michigan's instructions for Line 11 of Michigan Schedule NR state that unemployment compensation (along with several other types of income) "is allocated to the state you lived in when you received it."
https://www.michigan.gov/documents/taxes/Schedule_NR_711867_7.pdf
(Note that several states do tax former residents on unemployment earned while they were a resident, so this answer would not apply to all states.)
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
