Following up on the comments from @AmyC, it appears you were a part-year resident in MO because you were only there for seven months. You would file as a full-year resident of MO if you were there for the entire year. For tax year 2022, if you intended to make AZ your new residence, then you would file as a part-year AZ resident because you lived there for five months in 2022.
It appears that all of your income was earned while you lived in MO, and therefore, your income is MO source income. Because you were not a resident of AZ, you should file a tax return to claim a refund for all that tax withholding that was paid to AZ while you lived in MO. Income is generally taxed from its source. That is, the state where you worked and received compensation for that work, is the state that can tax the income.
Thus, based on your post, it appears you would file as a part-resident for each state, but with regard to AZ, you will need to allocate all of the income you earned to MO. You should see a screen in TurboTax that will ask how much of your income was earned from a MO source and how much was earned from an AZ source. Based on your post, it would appear that you would allocate all of your income to MO and none of it to AZ. These screens will appear when you prepare your state taxes. First, prepare your federal return, then move to MO, and lastly prepare your AZ return.
@JR108
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