Why don’t I get state taxes back

Without looking at your return it is impossible to know why.

There are many reasons, such as: 

• Different Filing Statuses;
• Dependents claimed;
• The amount of withholding;
• Income based credits, such as the Earned Income credit;
• Tax bracket changes

how can I find out what went wrong it is the third year this has happened.

Look at your tax returns for the last 3 years.  You should be able to see exactly why your refund or lack of refund is what it is.   You probably need to update your W-4 and state withholding forms so that your employer is withholding the correct amount of taxes.  See the post above, as there are many reasons your refund would be low or you have to pay.