Hello alexg75,
Thank you for joining us today. As to your question, for the most part, nothing will really change for your federal return except possibly for the time spent outside the US. Being a US citizen, you are taxed on your global income, but you may be eligible for the foreign earned income exclusion or foreign tax credit depending on a number of factors (who your employer is, how long you were gone, did you pay foreign taxes, etc.).
As to your state tax return, that is a little more complicated. To keep it simple, you should file one for your domicile state, meaning the state you left from or will be returning to. Basically, it will be the state you consider your home. If you don't have a physical resident address to use (family/friend), then a PO Box is fine.
Whether you will need to file part-year or nonresident returns in other states you will be travelling through depends on that state's specific tax laws, the amount of time you are there, and the nature of your income (remote versus physical in-state work), regardless if you have established a domicile state.
I have helped many taxpayers in your situation. Some of them choose to keep the state they leave from, some have established "residency" through a PO Box with a state that doesn't have an income tax, and others permanently live outside the US where they don't file a state tax return at all.
I hope that helps.
