Not if your DC and VA incomes consisted solely of W-2 wages/salary. MD has tax reciprocity with both VA and DC with regard to W2 wages. That means that your W-2 income is taxable only by your home state of MD, and if that's all you have you don't have to file in VA or DC.
The situation would be different if you had non-W2 income from a non-resident state.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.