what I understand from  your post is that (a) you have been in the USA since 2009 and on a student visa ( F-1); (b) in 2015 you became a resident ( for tax purposes or green card ?? ); (c) for 2014 your income was ereported on 1042-S and therefore you filed 1040-NR with the federal Tax authorties; (d) for 2014 you did not file a Maryland tax return; (e) did you file 1040 for 2015 and 2016 ?; (f) did you file Maryland  or your resident state  for 2015 and 2016?

Below is a reference that I found  regading filing Maryland tax  returns for students with 1042-S { although this is from 2011 but the general information should still be applicable to 2014 --> https://www.mica.edu/Documents/Tax%20Information%20for%20F1%20Students.pdf.

If you need more detailed help, please add your questions and answers ( to the questions above ) as comments to this