I moved from DC to CA during 2019 so will be filing returns for those states, but I received unemployment benefits from the state of MD. Do I need to file a third state return for MD?
Generally, no. But it depends on why you ask. If there is state withholding in box 11 of form 1099-G and MD is shown in box 10a, then yes, you may need to file an MD return for a refund.
Alternatively, you could not file an MD return, but claim a credit, on the other state return for the tax withheld by MD. You would have to check that state's filing requirements. Most states require a copy of the other state return to get a credit. So, you would be back to filing 3 returns.
No. But, you do report the unemployment benefits to the state you lived in when you received them.
Ok. Would there be any chance of getting a refund if I did file?
Generally, no. But it depends on why you ask. If there is state withholding in box 11 of form 1099-G and MD is shown in box 10a, then yes, you may need to file an MD return for a refund.
Alternatively, you could not file an MD return, but claim a credit, on the other state return for the tax withheld by MD. You would have to check that state's filing requirements. Most states require a copy of the other state return to get a credit. So, you would be back to filing 3 returns.