You will need to report the WV gambling on a WV nonresident tax return. The reciprocal agreement between WV and MD only applies to wage income and not gambling winnings.
You will also need to report the winnings on your MD resident state income tax return. However, you will get a tax credit in MD for any WV taxes paid on income taxed in both states.
Just
follow the TurboTax guide when working on your states (remembering to do your
nonresident state return first) and TurboTax will do all the calculations and
credits to your resident states return.
Here
is additional information about filing in multiple states (select "see
more answer" to view the entire attachment)
https://ttlc.intuit.com/replies/3300797