MA resident with 2018 income from GA + RI. Taxes on income were paid to GA + RI. Do I file MA return (& pay taxes owed) *and* GA + RI returns (3 state returns in all)?

Yes, you do need to file a MA tax return. Ma will assess tax on all your income, but should allow a credit for tax paid to the other states. See this article for more info:

https://ttlc.intuit.com/questions/1900021-when-do-you-need-to-file-tax-returns-in-multiple-states