In general, yes you would file two part-year state returns unless one of the states does not impose and income tax.
Take a look at the following TurboTax help article for further information and guidance for how to do this:
How do I file a part-year state return?
@jennyburdine
**Say "Thanks" by clicking the thumb icon in a post
**Mark the post that answers your question by clicking on "Mark as Best Answer"
