If the property was in another state, such as real estate, then that state gets to tax the gain as well as does your resident state. This doesn't apply to intangibles such as stocks, etc.
Your resident TT/state (generally - it's the other way round for a handful of states) will prepare the other state tax credit for you for some or all of the nonresident state's tax on that gain that your resident state is taxing also. Prepare the nonresident state first, then your resident state.
