State tax filing

You will need to file a PA nonresident tax return reporting only the income earned in PA.  Since PA is a flat rate state, you may very well have a zero refund, zero balance due.
They you and your husband file a joint resident NC return reporting all income, including that earned in PA.  Make sure, when going through the interview, that you say you paid taxes to another state and get a credit on your NC return for taxes paid to PA.
Regarding PA local taxes, they are not refundable.
See this link for NC rules for claiming this resident credit: http://www.dor.state.nc.us/taxes/individual/another.html