Unfortunately yes, you will need to file an OK nonresident state income tax return to report any OK-source earned income.
If you worked in OK, then regardless of where you lived or where the company is located, your earnings from this work are considered OK-source income. Earned income is sourced where the work is performed. Usually, you will get a state income tax credit on your home states income tax return but since TX has no state individual income tax filing requirement, no credit is available to you in your home state.
To add a state filing in TurboTax, just select the "state taxes" tab and "add a state"
Also, make sure that you select "yes" to the question "
Did you make money in any other states?" under the Personal Information
section in TurboTax (see screenshots)
