Yes. You will file for New Jersey if you worked in that state.
If You Moved: You will file a tax return as a part-year resident for
each state. It's a good idea to
prepare the state you moved "from" prior to the state to which you
moved so you can get any applicable credits for taxes paid to the other state
(assuming both states have income taxes)
If You Did Not Move to New Jersey
:
You will file a Non-Resident return for New Jersey and a Resident (or Part/Year Resident) return for the other states.
How do I file if I moved to a different
state last year?
https://ttlc.intuit.com/replies/3302342
How to file a non-resident state return?
https://ttlc.intuit.com/replies/3302052