Worked in one state (IN) but W2 shows only another state (CT). What to do?

I worked for a company that is in CT but I conducted all my work in IN. My W2 shows only CT, shows my "state wages" but has no state tax withheld. Do I need to file a CT tax return? Do I need to file an IN state return? Or, do I need my employer to send me a revised W2 showing the state as IN?