Depending on which state(s) you worked remotely in and for how long, you may need to pay income tax in more than one state. Each state has different guidelines, so it's important to look at individual state rules to determine if you need to file for that state this year.
For example, even one day of remote work performed in New York state requires a NY individual return be filed. However, Arizona only requires an AZ return be filed if the amount of income earned in AZ exceeds the filing requirements threshold listed in the AZ instructions for individual tax returns.
Some states have a reciprocal tax agreement, also known as reciprocity, which is an agreement between two states that allows residents of one state to request an exemption from tax withholding in the other (reciprocal) state. This can save you the trouble of having to file multiple state returns. You can see which states have reciprocal agreements.
Connecticut, Delaware, Nebraska, New York, and Pennsylvania, follow an employer “convenience rule” which taxes you where your employer’s office is, even if that is not the state you are actually working in.