Your mailing address is not relevant.
First, you owe state income tax on all your world-wide income to the state where you are a permanent resident. We can go into more detail about what that means if you ask.
Then, if you temporarily live or work in another state, you also owe income tax in that state for income earned or paid while working in that state. To reduce the burden of double-taxation, your home state will usually give a credit for taxes paid to another state.
Certain neighboring states have reciprocal tax agreements that mean if you live in one and work in the other, you only file one tax return.
And lastly, a state might see your address and assume you owe state taxes, but that does not make them right.
To give you any better help, we would need to know where your permanent residence is located, where you actually physically live and work (temporarily or permanently), what state is trying to tax you and so on.
