The reciprocity agreement between OH & IN on state income tax does not apply to local city taxes. You are not required to file an OH local city return, but you are also not entitled to a refund of the city withholding (box19 on your W-2), unless there was an error in the amount.
Most IN counties (but not the state) allow a credit, or partial credit for tax paid to an OH city. That will come up in the IN state interview.
