No, you only have to file a PA tax return because that is where you live and Maryland is what is called a reciprocal state. 

A reciprocal agreement, also called reciprocity, is an agreement between two states that allows residents of one state to request exemption from tax withholding in the other (reciprocal) state. This can save you the trouble of having to file multiple state returns.

For more information on the reciprocal states, you can see the TurboTax FAQ below:

https://ttlc.intuit.com/replies/4776822