My employer withheld Philadelphia city wage tax in error. How do I get that refunded ? What form do I file?

Are you sure it was an error?  The tax applies to payments that a person receives from an employer in return for work or services. All Philadelphia residents owe the City Wage Tax, regardless of where they work. Non-residents who work in Philadelphia must also pay the Wage Tax.

Yes it was an error. I moved to NJ and work in NJ my employer never made the change. How can I file a local tax return to get that refunded or is there another way I have to go about it ?

See this:  <a rel="nofollow" target="_blank" href="https://beta.phila.gov/documents/wage-tax-refund-form-salaried-employees/">https://beta.phila.gov/documents/wage-tax-refund-form-salaried-employees/</a>