State tax filing

What if I paid several hundred dollars in state income tax to both Minnesota, and to North Carolina, both as a NON RESIDENT.  (my employer is an accounting firm so they send me W2's for each state I temporarily work in).   Do I need to file a return to each non resident state to get a refund?  Or do I show these out-of-state taxes as credits on my HOME state return?  Disappointed that TurboTax isn't helpful at all in these situations.