Papermoon  is right,

If you have w-2 of that State you must show and file state taxes. Don't CHEAT with IRS. for instance, if u are making mistake for the money that u suppossed to refund, they don't care but if you are making mistake for the money that you owe they won't let you do that till you die. They can even get your personal account. Trust me man.

Souce: (just took Advance Accounting Taxation Class)