Capital gains

Yes.  Since reciprocal agreements apply only to wages, property sold in a specific state, Maryland (MD) in your case, then MD does want the tax dollars associated with any gain on the sale. Pennsylvania (PA), being your resident state wants tax on all worldwide income.  All is not lost!

The credit for taxes paid to another state on the same income is used on your resident state because they do not want you to pay taxes twice on the same income.  As the resident state all worldwide income must be included.  Complete the MD return first, then PA.  This will allow TurboTax to carry the credit correctly to your PA return.

The credit for tax paid to another state on the same income will be the lesser of:

1. the tax liability actually charged by the nonresident state, OR
2. the tax liability that would have been charged by your resident state

If you don't have tax in one of the states, then there is not going to be a credit for that state.