The general rule is: your report all your income on your home state return, even the income earned out of state. You file a non-resident state return for the state you worked in and pay tax to that state. Your home state will give you a credit, or partial credit, for what you paid the non-resident state.
Since your home state, Tennessee, does not have an income tax, you do not file a resident state return and you do not get a credit for tax paid to AL.
