I moved. Do I need to file a state tax for Missouri even though I didn't earn income there? Do I need to file a state tax 4 Unemployment if I didn't live in the state?

I moved to another state due to the pandemic. I never earned income in the new state because I was still receiving unemployment income from Connecticut. Do I need to file for Missouri even though I didn't earn income there? Do I need to file for Connecticut for unemployment benefits even though I don't live there?