It's probably not true that you'll get all of your state withholding back, but you could get at least some of it refunded. You would have to file Nonresident returns for ND and CO to report your income and withholding from these states. In TurboTax, you would indicate that you made money in another state in the Personal Info Section. Then after you are finished with your federal return, you would begin the state returns. If at first you don't see the state listed on the State Return screen, you can add a state and continue to prepare it.
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