You will need to file a non-resident New York State tax return in order to get the state tax money that was withheld from your wages back from New York state. You should also notify your employer and ask them to stop taking New York State tax from your paychecks.
If you are preparing a nonresident state return
solely to recover tax that was withheld in error, enter 0 on the screen that
asks for the income earned in that state. This will eliminate your tax liability
for that state, resulting in a full refund.