If you're saying you didn't earn money in Arizona or live in Arizona, but you had $1071 of income taxes withheld from Arizona; you'll need to file an Arizona return, to report that you had no income related to the state. Then, you'll get a refund, but if you updated the returns in the wrong order, your taxes can be overstated. If you did work or live in AZ then you'll pay taxes there.
If you did have sales related to the state, but you never lived there, you'll need to update your non-resident state return first and then your resident state. This is because your resident state will give you credit for taxes paid to another state. If you aren't getting a refund in AZ and it was a nonresident state, be sure you updated this state first and are using a non-resident return.
The software will cover this when you start the state return. Under State Taxes tab, you can Delete your return and Add another state if you did the wrong order or click Edit to review your entries.
