According to the Michigan Department of Treasury, you must file a Michigan return if you file a federal return, even if you do not owe Michigan tax. http://www.michigan.gov/taxes/0,4676,7-238-75545_43715-153718--,00.html
You will file a non-resident return for that state.
How to file a non-resident state return?
https://ttlc.intuit.com/replies/3302052
