State tax filing

is recently 2020 or 2021? first, contact your employer.  they messed up and it should be them that refunds the wrong withholding and issues a corrected w-2. 

if for 2020 you could do it yourself but that requires you to file a nonresident return for NY.  if for 2021, you would have to wait until you could file a 2021 return - sometime in 2022.