It depends. Active duty military members file their tax returns in their state of legal residence (SLR) – which is usually their home of record state. Please read through the following related to Active Duty Military and your military state of residence for more information, as well as some example scenarios.
https://ttlc.intuit.com/replies/3302301
Yet, each state decides whether a service member must file a return when they are stationed outside their resident state. For more information see below:
https://ttlc.intuit.com/replies/3299939
