You have to file a non-resident return to get a refund. Attaching a letter of explanation may be helpful, given your circumstances.
If you travel to states with an income tax, technically you are required to pay tax in those states, but "nobody" does. See http://money.cnn.com/2013/06/28/pf/taxes/business-traveler-tax-threat/ If you live in a state without an income tax (e.g. FL ), it’s more likely you should file in the work states. You can't use the "it all comes out even" rationale for not filing. In particular, if he traveled to PA, he should definitely plan on paying tax on the salary for those days. PA will be looking close at his return, because of the PA withholding.
