The following is from the instructions for Pennsylvania Form PA-40.
"A resident of one of these reciprocal states whose employer withheld PA income tax must file Form PA-40 reflecting no compensation on line 1a and the PA tax withheld on line 13. In addition, a signed copy of the other state's resident income tax return (without any supporting documents) along with a copy of the actual W-2 and a statement that the taxpayer was a resident of a reciprocal state must be submitted."
To avoid this in the future, you should fill out Form REV-419 EX and give it to your employer to tell them to stop withholding PA tax. Here is a link to the form.
http://www.revenue.pa.gov/formsandpublications/formsforbusinesses/documents/employer%20withholding/r...
