When you prepare your Federal return, answer everything truthfully about living and working only in NV, and enter W-2 just as it appears.
When done with Federal, choose to do an AZ return. The program will verify you are doing a Nonresident Return. You cannot directly change the earnings. And you will have to go through all the screens. You will, though, eventually come to a screen asking if you have any other subtraction adjustments. You can enter the amount of Box 1 earnings from the W-2, and can enter a description along the lines of "Wrong state tax withheld in error for NV resident and worker." That produces an AZ nonresident return with no AZ source income and a full refund of tax withheld. This method may pass e-filng for you.
Don't be surprised if you get a letter much later, maybe as much as a year, from AZ telling you that your employer needs to issue a corrected W-2. That's what really needs to happen even if your employer doesn't want to do it. Such a corrected W-2 would require a mailed return, not an e-filed one. Even if your return is accepted and paid doing what I suggested, i would still really push for that corrected W-2 just so you have it on record.
It is absolutely untrue that you ow AZ any money, and you are due a full refund of tax withheld.
