"In each of these states you must prove that you will not return to the state."
I don't know how you would "prove" that. I think the answer is simpler. Once you change your domicile from a state to a foreign country, your income is no longer taxable by that state.* Changing your domicile normally means abandoning your domicile in the old state, establishing your new domicile in the new country by physically moving there and residing there, and demonstrating by your actions that you intend to make the new country your primary, permanent residence.
Once your domicile is changed, for tax purposes you are no longer a resident of the old state.
*Caveat: after a change of domicile a state can still tax you as a non-resident on any income sourced within that state. Work income is normally sourced where the work is actually performed.
Here's a link to the federal regulations governing residency:
26 CFR § 301.6362-6 - Requirements relating to residence. | CFR | US Law | LII / Legal Information I...
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
