you only file one federal return on which you report all your income(all w-2's and any other income). you didn't state why you got a w-2 from 2 states. It's important. you could be a part-year resident of both. if a part year resident of both, you would file a part-year resident return for Ca (540NR) reporting only the Ca w-2 income. Nevada doesn't have an income tax so there's no return to file there.
if you are a full year resident of Ca you would file a resident return reporting all your income
if you are a full year resident of Ne, you would file a part-year/non-resident return for Ca reporting only Ca w-2 income form 540NR
