Generally, no. But it depends on why you ask. If there is state withholding in box 11 of form 1099-G and MD is shown in box 10a, then yes, you may need to file an MD return for a refund.
Alternatively, you could not file an MD return, but claim a credit, on the other state return for the tax withheld by MD. You would have to check that state's filing requirements. Most states require a copy of the other state return to get a credit. So, you would be back to filing 3 returns.
