Were you physically working in California? Then Yes, you must file a CA return.
Or, were you self-employed and a substantial amount of your income came from CA sources, even if you never went there? Then, also Yes, you must file a CA return, because of a CA court ruling that calls such income to be CA sourced income even if you were never there.
If you were a resident of New York, then do your nonresident CA return first, then enter your New York data. New York should see the CA tax that you owe and give you a credit for this against any NY taxes. Most states takes great pains to avoid double taxation, because the US Supreme Court told them to.
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