Do I need to file state taxes in states that I made less than $1000 in?

Probably.  Most  states require you to file a nonresident or pat-year resident tax return if you earn income there.  Which state(s) do you live in and work in?

Assuming you are a Massachusetts resident and worked in Pennsylvania as a nonresident, Every resident, part-year resident or nonresident individual must file a Pennsylvania Income Tax Return (PA-40) when he or she realizes income generating $1 or more in tax, even if no tax is due

You will need to file a Massachusetts resident tax return, and a Pennsylvania nonresident tax return.

Once you've determined that you need to file a nonresident state return, the first thing you want to do is make sure you've filled out the Personal Info section correctly:

1. With your return open, select My Info in the menu.
2. On the Personal info summary screen, scroll down to Other State Income, and select Edit.
3. At the Did you make money in any other states? question, answer Yes and make sure your nonresident state(s) are selected from the drop-down.
4. Select Continue to return to your Personal info summary.

After you finish your federal return, you'll automatically move to the State tab, where you'll see your nonresident state(s) listed in addition to your resident state.

Tip: To ensure accurate calculations, always complete the nonresident return first if filing in multiple states because your resident state might give you a credit for any taxes paid in that situation.