You did not indicate which states you are talking about, but the general rule is that you are taxed where the work is done.
So if you did contract work while you were physically in another state, then you would likely be required to file a return in that state, but this depends on a wide number of conditions and state laws.
Thanks for responding! The work was done in Idaho, we are residents of Alaska living in Texas (military).
"Nonresidents must file an Idaho income tax return if their gross income from Idaho sources is more than $2,500. "
Also "Gross Income means all income from all sources before applying expenses or deductions. This includes compensation for services, gross income of a business, interest, rents, dividends, and gains from the sale of property." (both are found at <a rel="nofollow" target="_blank" href="https://tax.idaho.gov/i-1039.cfm">https://tax.idaho.gov/i-1039.cfm</a>)
So it looks like you need to file an Idaho state individual tax return.