What state do you live in?
Maryland and Pennsylvania have a reciprocal agreement. If you live in Maryland and work in Pennsylvania, then you pay tax only in Maryland. You file a Maryland tax return. You do not file a Pennsylvania tax return, and you do not pay any tax to Pennsylvania. The Maryland tax that was withheld from your pay will be shown on your Maryland tax return and will be applied to the Maryland tax that you owe.
See the following FAQ for more information about reciprocal agreements.
To get a refund of any state taxes that were withheld for the wrong state, you will need to file a non-resident return for that state. Also, be sure your employer has corrected this for 2020 or you will be in the same situation again when you file your 2020 return.
However, you did not say which state is your resident state, you only mentioned that your mailing address is MD. If you are a resident of MD as well, there is a reciprocal agreement in place between MD and PA so that your resident state (MD) taxes will be withheld instead of your work state (PA). Under the reciprocal agreement you would not be required to file a PA return for the PA work. You would only file your resident state return, MD, if that is your resident state.
See the following TurboTax article for more information: What is a state reciprocal agreement?