Most students who live away at school are still claimed as dependents by their parents at home. If this is your situation, your parents can say that you lived with them all year--and you are considered to be a resident of your parents' state. If you had a job at school and earned money in that other state you might need to file a non-resident state return for the "school" state and a resident return for the state your parents live in.
But we need to know what states---some states have reciprocal agreements and there are some states with no state income tax.