Yes you do: Arizona, as your resident state, gets to tax your world-wide income. California gets to tax your compensation because it was earned there.
The nonresident TT/Calif will begin to prepare a tax credit for the compensation that both states are taxing to help avoid double taxation. You will likely have to help TT/Calif by entering the amount of AZ income that CA is also taxing (your Calif compensation). Prepare your resident AZ return first, then the nonresident CA return.
In TT/California's Nonresident Adjustments, be sure to only allocate as Calif-source your compensation there. All other income items should be entered as -0- Calif-source.
