The way it works in most states, your report all your income and losses on your residence state return, regardless of where earned.
You then claim credit for any tax paid to a non-resident state. If you had no tax in the non-resident state, because of losses, there will be no credit. But, your get to reduce your taxable income, in the resident state, by the losses in the other state.
But for a definitive answer, we need to know what the states are.
