WV residents must pay WV income tax on all their income, regardless of where they work.
If you work in another state and pay income tax to them, WV will give you a credit for the tax you pay to another state, unless it is a reciprocal state.
For example, WV is reciprocal with Ohio. If a WV resident works in OH, no Ohio state taxes are withheld or due and you do not need to file an OH return. But WV will tax you on your Ohio income.
If Ohio taxes are mistakenly withheld, you have to file an Ohio return to get a refund. You should ask your employer to stop withholding so you don't have to file an Ohio return every year.
However the reciprocity agreement does not apply to local city taxes. You are not required to file an Ohio local city return, but you are also not entitled to a refund of the city withholding (box19 on your W-2), unless there was an error in the amount.
WV is reciprocal with Kentucky, Maryland, Ohio, Pennsylvania, and Virginia