I live in NYS and telecommute to a client in CT through a consulting company in PA. Do I need to file state tax forms in NYS, PA and CT?

I live in NYS and consult for a client in CT through the consulting company in PA. I telecommute 80% of the time from my home in NYS to the client's office in CT. I never do work for the company in PA, only for their client. For several years I've filed NYS taxes, should I have been filing PA and CT taxes as well?