If you had Virginia and DC tax withheld in error, yes. You will need to file DC and VA nonresident returns just to get those taxes back. You will need to reclaim that withholding, as you will likely owe tax to Maryland.
https://ttlc.intuit.com/questions/2895760-which-states-have-reciprocal-agreements
The chart above shows the exemption forms to provide your employer(s) going forward, so you do not have taxes withheld for a reciprocal state that you work in.