You are correct: you will have to file a Pennsylvania nonresident return. On the Pennsylvania return, you will have to allocate the income earned in Pennsylvania as zero. This way, you will receive all of your taxes paid to PA. If your employer provides a statement that the PA tax withholding was an error, it will not be bad to have. But to get back the mistaken withholdings, you must file a return to PA to do so. Here is an FAQ on allocation that will assist you with what to look for: https://ttlc.intuit.com/replies/4777389