If you live in Ohio, you need to file a tax return and pay income taxes on all of your earnings worldwide. Plus, typically you also have to file a tax return for the state where your work. But Indiana and Ohio have reciprocal agreements between the two of them which means they exempt workers who live in one state and work in the other from having to pay taxes for the state where they work.
So your employer should not be withholding Indiana taxes if you live in Ohio. They should be withholding Ohio taxes. To correct this, you need to fill out this exemption form and give it to your employer to give them notice to withhold for Ohio: WH-47
But, for 2018, you will need to file a return in BOTH states. You will need to file a non-resident return in Indiana and enter that your earnings for the state was $0 so that you get refunded all the taxes withhold from Indiana during 2018. Plus, you will need to file a resident return for Ohio. You will owe taxes for your income since nothing was withheld for Ohio in 2018.
See information below about filing a non-resident return in TurboTax:
