The states of Pennsylvania (PA) and Maryland (MD) have a reciprocal agreement. So it sounds like you filled out a MW 507 Form with your employer. In doing so you are given an exemption where no withholding is taken out of your paycheck for the state you work in (https://ttlc.intuit.com/questions/2895760-which-states-have-reciprocal-agreements). Make sure to double check with your employer, but if this is in place that would explain why you have no MD tax information your W-2.
