It may not be worthwhile to file with NC, but I suggest filing with NY, especially since they may start sending you letters about it down the road. You would file a non-resident return with NY, paying pro-rated taxes based on the ratio of your NY income to total income; prepare this before you finish your home state return. You may get a full or partial credit on your home state return for what you paid New York.
Now imagine what a professional athlete's return looks like, with withholding in most states in which their team played during the season. A game or series in NY, more in CA, some IL, MN, DC, PA, OH, CO, GA, MO, MI, on and on.
