Do members of an LLC in different states have to file personal tax return in each state?

If members of an [delaware] LLC that is taxed as a partnership are located in different states and not the same, do each member have to file a personal tax return in each state? Eg, Bob is located in OH, and Joe is located in AZ and the LLC is hq in OH. Would Bob also need to file taxes in AZ while Joe also have to file in OH?