There are two possibilities.  If the amount of income for Virginia is large, (like, the same as box 1), it sounds as if your employer didn't process your move.  You will want to get them to issue you a corrected w-2 showing that you had no Virginia income but yes Virginia taxes taken out.  You will file a Virginia nonresident return with a zero income to get your taxes paid back.

The other possibility, if the Virginia income amount is small, is that you had one paycheck in Virginia at the end of the year that was reported for 2016 because you were paid in 2016.  You would still file the Virginia nonresident return using all of the income on your w-2, and perhaps you get Virginia taxes back.

The question is very understandable since Texas has no state income tax.