I went to college in NH and worked there, but am a resident of PA. My PA return says to report this income. Where do I do so? I wasn't required to file an NH return.

As a resident of PA, you are required to report all your income to PA.  PA will give you a credit for taxes paid to other states, but there are none in this instance.

Okay, that makes sense. So all I have to do is report my NH income and say that I didn't pay taxes on it, and then they will do the rest?

That should do it