Do I say that I moved or that I lived in another state if I am in college in another state?

No.   When you are a college student living away at school your parents can still say that you lived at home--living away at school is considered to be a temporary absence.  But....did you earn income in the state where you attended school?

No, you have not moved especially if you are considered a dependent on you parent's tax returns and still live at home with them when not in college.  If you work in another state, you may end up filing two state tax returns, one for the home state and one for the state you worked (as a nonresident).  Make sure that you get a credit on your home state tax return for state taxes paid to the other state.

If you need to file non-resident return, make sure you've filled out the Personal Info section correctly:

1. With your return open, select My Info in the left-hand menu.
2. Then, 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.

Also, to ensure accurate calculations, always complete the non-resident return first. 

How do I file a nonresident state return?