You will need to prepare a NY return, but allocate the NY income as zero. You will need to mail in the return. You will get a big diagnostic that says that NY requires you to e-file your return. However, this does not apply when the software cannot e-file for a diagnostic such as filing a zero-income return. You may wish to submit some evidence that no income was earned in NY and you were not a NY resident, and the NY taxes withheld should be refunded to you.
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