Yes, if you were a U.S. resident, working and receiving a Form W-2 with income tax withheld that will be refunded if you file a return, you should. If the income amount was greater than the threshhold for filing, you should file a return to comply with the law.
A return is required to be filed when an individual's income exceeds:
single . . . . $12,400
married filing joint or qualifying widower . . . $24,800
head of household . . . $18,500
You might also want to check the Tax Treaty between your country and the US to check on complexities beyond simply filing or not.