Box 15 on my W-2 is left blank, but the state in which I worked is not income tax exempt state. Is it because I reside in another state? Or maybe because I'm a student?

[DavidD66]

You would have to ask your employer why they didn't withhold state income tax.  Your employer should have withheld state income tax for the state in which you were working, unless you claimed exempt.  All of your income i (regardless of where earned) s taxable by your resident state.  Income is also taxable by the state in which you earned it.  If you pay tax to your non-resident state, you will receive a tax credit from your resident state for tax paid to another state.  Your income could be below the threshold for either state to owe any income tax.  

[SteamTrain]

And...which two states are involved?

Some states have reciprocal tax agreements between them, where one state won't tax the residents of the other state.   In that situation, the employer "might" be able to withhold for the proper resident state, but may not be registered to do so, nor are they required to do so.   It's still income that will be taxed by your resident state.

[haldambrosio]

I'm a New Jersey resident, and I earned income in Pennsylvania. I know they are reciprocal wage states, but how do I know if they withheld it or not? 

[TomD8]

Because of reciprocity, your W-2 income is taxable only by your resident state of NJ.  If your employer withheld NJ taxes, it would be reported in Box 17 of your W-2 on a line marked for NJ.

If they mistakenly withheld PA taxes, there would be an amount in Box 17 on a line marked for PA.

If there are no amounts shown in Box 17, then no state taxes were withheld.  Even if no NJ taxes were withheld, you still have to file a NJ tax return if your income exceeded NJ's filing threshold, which you can find here:

https://www.nj.gov/treasury/taxation/git_over.shtml