If you didn't live or spend any time working in Ohio during 2019, you don't need to file an Ohio Tax Return.
If you spent time working or lived in Massachusetts during 2019, you may have to file a Massachusetts Non-Resident Tax Return if you meet the filing requirements.
Generally, if you're a nonresident with an annual Massachusetts gross income of more than either $8,000 or the prorated personal exemption, whichever is less, you must file a Massachusetts tax return. Here is a link to the Massachusetts Department of Revenue: Massachusetts Department of Revenue.
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