Yes. If your state of residence is CT, you will have to file a CT resident state tax return even if all of your income was earned in RI. You would file a nonresident RI state tax return first, then file a CT resident state tax return and claim the RI state taxes paid on your CT state tax return.
Please refer to this link for more information about multistate filings:
https://ttlc.intuit.com/replies/3300797
