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State tax filing
@cstokesPR -- If you are a W-2 employee for a CA-based company, and you never lived in or physically worked in CA, then submit a non-resident CA return, showing zero CA income, in order to have any withheld CA taxes refunded to you.
But if you are a self-employed sole proprietor, and you received a 1099-MISC from a CA-based client, due to a 2019 court decision that income would be taxable by CA even if you never set foot in CA. You can read about that court case here: https://www.coblentzlaw.com/california-office-of-tax-appeals-gives-precedential-authority-to-bindley...
If you are a sole proprietor, you'd have to file a non-resident CA return and pay CA taxes on that income. If that's your situation, complete your resident state tax return first, before you do the non-resident state return. That's because CA and AZ are reverse-credit states. If you have income taxed by both states, your non-resident state will give you a credit for taxes paid to your resident state on the same income. This is the opposite of most "other-state-credit" situations.