The Federal tax agency, The Internal Revenue Service (IRS) doesn't care what state(s) you worked in and doesn't try to even designate that info.
If you are a NY resident and worker in NY and the CT Department of Revenue Services (DRS) is coming after you, you need to figure out why. The most common explanation is that you work for a CT based employer and they put "CT" in box 15 of your W-2.
Ideally, you get a corrected W-2 from your employer. Otherwise, explain to DRS the circumstances of the error.
