The general rule is: your report all your income on your home state return, even the income earned out of state. You file a non-resident state return for the state you worked in and pay tax to that state. Your home state will give you a credit, or partial credit, for what you paid the non-resident state. You will have to file a non resident PA state return and pay PA tax on the income earned there.
The fact that you live in a state without an income tax does not get you out of paying tax to the state you physically worked in. The reverse is also true: if a PA resident worked a day in your state, he would still have to pay tax to PA on that day's wages.
