@tdezeeuw --
You should file in both states. The bonus is taxable by AZ because it is "AZ-sourced" - because it is compensation for work you performed within AZ. And it is taxable by OK because OK taxes its residents on all income, regardless of source.
You will be able to claim a credit on your OK return for the tax you pay to AZ on that income, so in effect you won't be double taxed.
In TurboTax, be sure to complete your non-resident AZ return first, before you do the OK return, so that the program can calculate and apply the credit.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
