State filing requirements vary:
https://ttlc.intuit.com/turbotax-support/en-us/help-article/tax-return/need-file-state-return/L446Rv...
I have to file in two states. One (VA) only requires that I file if I show a profit. The other (VT) requires me to file just for receiving rent (gross income), whether I show a profit or not.
