I've been living in New Zealand for all of 2018. Does that mean I don't file a state tax return?

[KarenJ]

Each state is different and has different residency and domicile rules.  What state is it and do you have a home there or intend to return there when you move back to the US.  Did you file a 2017 return for that state?

[r-omeara]

I last lived in Chicago, IL, but sold my house and relocated my US address to my parents’ home in Colorado.  I did file a CO return just to be safe.  

[KarenJ · Accepted solution]

If you are only using your parent's address in Colorado, you do not have a state filing requirement.  However, it looks like you already filed.