Yes, you have to file a state tax return for every state in which you live or earn money. File taxes as a resident in the state that contains your main home. This home state will generally tax all of your income, whether earned in the state or not.
File as a Nonresident of any state in which you did not live but received income. You could have worked a job in that state, received income from rental property or a business you own, or received income from an estate or trust in that state. But don’t worry, you won’t be double taxed. You can claim the taxes you paid to your Nonresident state on your Resident state.