I grew up in Alabama. I currently have an Alabama license and my car is still registered there.
I was a student at the University of Kentucky until May 2019. I had two part time jobs there making less than $3000 total.
In June of 2019, I relocated to Illinois for a salaried position. I am in a 18-24 month rotational program so I did not change my residency. However, I do rent an apartment and pay bills here.
How should I file my taxes? Do I file a resident state tax return for Alabama although I didn’t earn any income there? Do I file non-resident for Kentucky? Illinois?
No, you don't have to file an Alabama income tax return.
While you were at the University of KY, your resident state was Alabama.
While you're in IL, you'll file a part-year resident income tax return for the income you earned since June, 2019. See How do I file a part-year state return?
Related information:
@HelenC12 thank you so much!
I seen something on the Alabama Department of Revenue site that said that an Alabama resident that has earned a income of $4000 or more whether within or out of Alabama must file a State Tax Return.
Does this not apply to me?
https://revenue.alabama.gov/individual-corporate/faq/individual-income-tax/
While you were an AL resident, you stated that you made less than $3,000. You were a part year resident and your "part of the year" had income below the filing threshold. Once you accepted a real job and moved off to a new residency, you were no longer AL and they have no claim to that income.