I lived in PA in 2018 for full year. Sometime in April last year, my employer switched my state to VA from PA. Which state taxes do I have to file?

I have to file PA state taxes.

You would report all income on your resident state income tax return.  As PA and VA have a reciprocal agreement, VA will not tax the wages of a PA resident.  File VA 763S to obtain a refund of any VA state income taxes withheld (include a copy of your W2.)