I own 1/3 of a business in another state. Do I have to file a personal state tax return from the state where my business is located, even if I don't do any work there?

When I receive my Schedule K-1 for distributions, do I have to file a return from the state where my business is located AND my state tax return, or ONLY my state return, since I don't actually do any work in the other state? Most of our S-Corp revenues come from online sales and royalties.