yes, if you worked in one state ("non-resident") you must file there as well.
complete the non-resident state first and then complete the state where you live.
in most cases, only the income for the non-resident state should be reported to the non-resident state and then there will be a credit in the state of your residence for the taxes paid that other state. That way you are not paying tax on the same dollar in two different states.
Turbo Tax will handle everything, but the bottom line is yes, you have to file in both states
