Yes, you may have to, if you earned income in both states.
If you moved from one state to another, you'll likely have to file part-year returns in multiples states for that year. You might even have to file a third nonresident state return if you started working in the other state before you moved or continued working in your former state after the move.
TurboTax handles nonresident and part-year returns and will determine which state return(s) you need to file based on the information you provide in the Personal Info section.
If you moved to another state during the year:
https://ttlc.intuit.com/replies/3302342