Since your spouse's unemployment was taxed by both MD and NY, you'll be able to claim a credit on your NY return for taxes paid to another state. So you won't be double-taxed.
In TurboTax, be sure to complete the non-resident MD return before your home state NY return, so that the credit is calculated and applied correctly.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
