the only way to get any refund due to you by either state is to file for that state. please clarify why taxes from both states are being taken out. 

What state do you live in?
What state do you work in?

---

@rmacneil wrote:
Do I have to amend my taxes?

---

Amending means making a correction to a tax return that you already filed. You don't have to amend unless you already filed a tax return that was not correct.

This is the general rule: The income is work state (WS) source income since it was earned there. Resident States (RS) tax all their resident's income, regardless of where earned. You will file a non-resident tax return for the WS and report the WS income. You will file a full year resident return for the RS, reporting all your income. The RS will give you a credit, or partial credit for any tax paid to the WS.

Did you move from one state to the other?