Yes, if you are a resident; no, if not. Were PA state taxes withheld? Every resident, part-year resident or nonresident individual must file a Pennsylvania Income Tax Return (PA-40) when he or she realizes income generating $1 or more in tax, even if no tax is due (e.g., when an employee receives compensation where tax is withheld).
Philadelphia City imposes and collects a wage tax for individuals that work and reside within the city. How to file City of PA tax
State law requires Pennsylvania residents with earned income, wages and/or net profits, to file an annual local earned income tax return and supply income and withholding documentation, such as a W-2.