Resident of MI working100% remotely - 2 out of state employers last year - PA & NY. Do I file 3 state returns? Also confused about W-2 Additional Information Statement.

I am a permanent resident of Michigan and work 100% remotely. I had two different employers last year, one based out of New York, NY and one based out of Pennsylvania. I am confused about filing state returns. Do I just file for MI since I am 100% remote? Or do I have to file a NY and PA state return as well? Also, do I need to fill out the 'W-2 Additional Information Statement' as well? If so, how?