I am a federal employee working in GA but live in AL. Do I have to pay GA state tax? 2019 I ended up paying and have to file state tax for 2 states.

[DanielV01]

Yes.  Both Georgia and Alabama have the right to tax your income, and you will need to file a tax return for both states.  You will want to prepare the Georgia nonresident first.  Then you will prepare the Alabama resident return.  Alabama will give you a credit for the amount of tax you pay to Georgia on the same income.  This credit reduces the effect of double-taxation.