Yes, you do, if:
1. you actually (physically) worked within those states, and
2. your income in the nonresident state exceeded the state's filing requirement for non-residents.
Exception: California taxes non-resident independent contractors who provided services to California-based clients, even if the contractor never set foot in California.
Remember that your home state can tax ALL your income, regardless of where you earn it. But it will allow you to claim a credit for all or part of the taxes you pay to non-resident states.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
