Your gambling winnings are taxable in Ohio. As a resident of Ohio, all your income is taxed in your resident state.
Since Nevada does not collect income tax, you won't have to file a nonresident return in that state.
In regards to Mississippi, did your W-2G withhold Mississippi tax for some reason or did you accidentally input Mississippi under Box 13? If they did withhold Missisissipi tax, then you will need to file a nonresident return to get a refund of taxes paid (if any).
If Mississippi is not on the W-2G, then you do not need to file a Mississippi tax return for these winnings. You can delete the return from your TurboTax.
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