Two items:
1. You are taxed where you live and in the state(s) where you physically work (except for two states, but Maryland is not one of them). Since you live in Nevada (with no state tax return) and physically work in Nevada (ditto), as John said, you do not owe Maryland a tax return, UNLESS your employer withheld Maryland taxes.
In this case, you would have to file a nonresident MD return and show that you owe no tax to get your withholding refunded.
2. Technically, your domicile in most states remains in that state even when you move someplace else, UNLESS you take positive steps to show that you have changed domiciles. Positive steps include, changing your drivers license, voters registration, buying property, getting other government licenses in the new location, etc. You don't have to file anything with Maryland, but in case they ever ask, it would be good to document this in your own files.
I assume that you have done this, but it is a technicality that sometimes catches taxpayers when they move out of state and don't take any steps to show that they are not intending to come back.
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