Unique situation - Which states do I need to file in? (NY/NJ/PA)

Here is my situation:

- Lost my job (NY based) in Dec 2019

- Went on NY unemployment starting Jan 2020 and collected until Dec. In other words, I had no earned income from a W-2 in 2020.

- Resided (rented) in NJ until April 2020. Bought a primary residence and moved to PA in April 2020.

 

I'm not sure which states I need to or should file in. Any guidance would be helpful!