Probably not. It depends how much Earned Income Tax (EIT) was withheld from your pay.
Pittsburgh has a flat tax rate of 3% and mandatory local tax filing whether or not you owe, get a refund or break even.
Most likely your employer withheld 3%, so you will probably file a "zero balance" return. A quick way to tell is to look at boxes 18 (local wages, tips, etc.) and box 19 of your W-2. If you made $12,000 in Pittsburgh, box 19 should be $360 or 3% ($360/$12,000). You pay North Carolina tax on your NC income.
Other localities surrounding the City of Pittsburgh have different EIT rates, but the procedure is the same.
It may seem silly to file a zero balance return, but (1) it's mandatory and (2) it's especially important to file if you moved so Pittsburgh can close your account.
You can download forms and get more information at ACT-32 Local Earned Income Tax Forms & Downloads.
