Yes, you do. If you work and earn income in a state with an income tax then you need to file a non-resident state return for UT.
https://ttlc.intuit.com/questions/2895920-why-would-i-have-to-file-a-nonresident-state-return
**Disclaimer: Every effort has been made to offer the most correct information possible. The poster disclaims any legal responsibility for the accuracy of the information that is contained in this post.**
