You need to file a Kentucky non-resident tax return. If you owe no taxes to Kentucky, you will get a refund of the taxes you paid to them and can use the refund to pay your Indiana taxes. Depending on the tax laws in Kentucky, you may have a tax liability there since you were working there. If so, when you prepare your Indiana tax return, look for an option to get credit for taxes paid to another state, and your Indiana taxes will be reduced by the taxes you paid to Kentucky.
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