You have to file a nonresident tax return in each state where you earn income, other than the state you live in, if the other state has state income tax.
All of your income is subject to tax by the state that you live in. The general rule is that the state that you live in will give you a credit on your resident state tax return for part or all of the tax that you pay to other states. But a small number of states have agreements that reverse the general rule, so that the nonresident state gives you a credit for tax that you pay to your resident state. Filing in more than two states (one resident and one nonresident) can get very complicated, and might not be a do-it-yourself effort.
