Maybe, if for nothing else, so that you can receive any withholding tax you paid to the state. Why would I have to file a nonresident state return? Did you work there or did you live there part year?
Several things come into play depending on the type of income, where it was earned, etc. If you're not sure, the best bet is to contact the Department of Revenue for Arizona, or visit their website. Most state websites have a section devoted to nonresidents and part-year residents.
Filing Requirements can be found in this Arizona Nonresident Personal Income Tax Booklet https://www.azdor.gov/Portals/0/ADOR-forms/TY2017/INDIV-F/FORMS_INDIVIDUAL_2017_140NR_Booklet.pdf
"You are subject to Arizona income tax on all income derived from Arizona sources. If you are in this state for a temporary or transitory purpose or did not live in Arizona but received income from sources within Arizona during 2017, you are subject to Arizona tax."
Income from Arizona sources includes the following:
• wages
• rental income,
• business income
• the sale of Arizona real estate
• interest and dividends having a taxable or business situs, in this state, and
• any other income from an Arizona source.
And according to the State of Arizona's Department of Revenue, "You have to file a tax return reporting any income earned in Arizona if you exceed the amounts listed in the filing requirements stated in the instructions of the Arizona income tax returns. If you do not meet these filing requirements but you have Arizona income tax withheld from your earnings, you will have to file an Arizona return to obtain a refund of the withholding tax paid."
You can find that information here as well https://www.azdor.gov/About/FAQs/Individual.aspx
NOTE: It's strongly recommend to prepare your nonresident state return before you prepare any resident or part-year state returns.
How do I file a nonresident state return?
https://ttlc.intuit.com/replies/3302052
[Edited 1/9/18 at 11:03AM]
