Yes. 

Virginia and West Virginia have state tax reciprocity, so you should file a VA Non-Resident tax return to receive a refund of the taxes paid to that state.

As a West Virginia resident, you do owe state tax on your income earned in the other state. You will need to complete your VA Non-Resident tax return before you complete your WV Resident tax return to ensure you receive credit for the taxes paid to the other state.

For future tax years, you should complete this form, WV/IT-104 R, so the proper state taxes are withheld.