I live in Missouri. I only had interest income in Indiana and Arizona. Do I need to file in all three states?

[Hal_Al · Accepted solution]

No. Interest income is not considered "sourced" in the state where the payor is located.  You file only a MO state return and do include the interest. 

[AnnetteB6]

No, if you are receiving interest income from a bank in Indiana and Arizona while you live in Missouri, you do not need to file a return for all three states.

All of your interest income will be reported on your Federal return and your Missouri state return.  Having interest income from a bank in another state does not require you to file a return for that state.

To learn more, take a look at the following TurboTax help article:

Why would I have to file a nonresident state return?