It depends on your situation. You must pay tax to the states where you lived or worked during 2018.
If you have moved during the year, then you may need to file a part-year resident return in each state. You will need to check the state website for each state to determine if you have a filing requirement. Please view the TurboTax FAQ below if you need to file this type of state return(s).
https://ttlc.intuit.com/replies/3302008
If you did not move during the year and instead you worked in one state while living in another state, you may be required to file a nonresident state return. If this is the case, then you will want to prepare your nonresident state return before you prepare your resident state. Follow the directions in the TurboTax FAQ below if you need to file a nonresident state return(s).
https://ttlc.intuit.com/replies/3302052