Yes, if you meet the filing requirements for that state and/or had state taxes withheld. (see state websites below for more information). You will file a Non-Resident return
for the state in which you worked temporarily, or do not reside.
How to file a non-resident state return
https://ttlc.intuit.com/replies/3302052
State Taxing Authorities
https://ttlc.intuit.com/replies/3302452
