3 states state tax

[y_joelee]

I live in TX but work on a consulting job for a company in MA (mostly from home in TX).  But I received paycheck and W2 form from a firm in OH.  Which state I should file my state tax?

[KarenM90]

If you didn't live or spend any time working in Ohio during 2019, you don't need to file an Ohio Tax Return.

If you spent time working or lived in Massachusetts during 2019, you may have to file a Massachusetts Non-Resident Tax Return if you meet the filing requirements.  

Generally, if you're a nonresident with an annual Massachusetts gross income of more than either $8,000 or the prorated personal exemption, whichever is less, you must file a Massachusetts tax return.  Here is a link to the Massachusetts Department of Revenue:  Massachusetts Department of Revenue.

[linear]

You say "mostly from home". If you are ever in MA while working, you will need to pay income tax based on the proportion of total working days that were spent in MA. If you are never in MA while working, you do not owe MA income tax.