I am living in Pennsylvania and Work in North Carolina. My employer with hold taxes for both states. What should be my filing status for these states?

Pennsylvania defines a Resident as a person that is either domiciled in Pennsylvania or has a permanent abode in Pennsylvania and spends a total of 183 or more days in Pennsylvania.

Assuming that you lived in Pennsylvania for all of 2019, you are a resident of Pennsylvania and that state has a claim on all of your income.  You will file a Resident tax return for Pennsylvania.

If you did not live in North Carolina, you are a Non-resident of North Carolina and you may be subject to North Carolina income taxes.  Here are North Carolina Non-resident Filing Requirements.

If you are subject to North Carolina income taxes, Pennsylvania should give you a Resident credit for tax paid to another state.

In TurboTax, prepare the non-resident state tax return first.  Then prepare the resident tax return and look for the Resident credit for tax paid to another state among the tax credits.