I live in New Mexico and performed consulting work at home for the US Department of Energy in DC. My 1099NEC came from West Virginia

I live in New Mexico and performed consulting work at home for the US Department of Energy in DC.  My 1099NEC came from Allegheny Science and Technology Corp in West Virginia.  DOE sometimes uses them to pay consultants.  I see that West Virginia has state income taxes.  Since my 1099 NEC came from West Virginia, do I need to file a state income tax return to West Virginia?