It depends on why is your "payroll is taxed under another state" and what are the two states.
This is the general rule: The income is work state (WS) source income since it was earned there. Resident States (RS) tax all their resident's income, regardless of where earned. You will file a non-resident tax return for the WS and report the WS income. You will file a full year resident return for the RS, reporting all your income. The RS will give you a credit, or partial credit for any tax paid to the WS.
If you have a reciprocal state situation, the answer is different. See https://ttlc.intuit.com/questions/2895760-which-states-have-reciprocal-agreements
