Your w-2 box 15 has the state to which the state income tax was withheld.
If it is for Indiana, you will need to file as a non-resident for a refund of the Indiana taxes.
You will also file Ohio resident return and report all you income. You will have an amount due since you didn't have any taxes withheld for Ohio.
Ohio and Indiana have a reciprocal state agreement that allows a resident of one state to request exemption from tax withholding from the other (reciprocal state). You can ask you employer to stop withholding Indiana taxes to avoid this in the future.
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