Not if your MD income consists solely of W-2 wages subject to withholding. MD and PA have tax reciprocity with regard to W-2 wages. If you live in one and work in the other, your income is subject to tax only in your home state. If that applies in your case, you only need to file a PA return. In the Personal Info section of TurboTax, you would answer "No" to the question about having income from another state.
Note that tax reciprocity applies ONLY to W-2 wages. If you had income from MD other than W-2 wages, you'd have to file a non-resident MD return in addition to your home state PA return.
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