Q. I travel for work in different state than I hold residency in? Do I need to file in both states?
A. Yes, but "nobody" does. See http://money.cnn.com/2013/06/28/pf/taxes/business-traveler-tax-threat/
If you work in the other state is more than just occasional, a regular thing, then yes, you you should file in both states.
But it may depend on what the two states are. Some states have reciprocal agreements on income tax. Reciprocity applies only to employees, not the self employed.
