I live in Maryland but work in Virginia. Which w-4 do I fill out?

Complete the Maryland Form MW507 for Maryland withholding and give to your VA employer. - https://forms.marylandtaxes.gov/current_forms/mw507.pdf

Also complete and give to your VA employer the Virginia Form VA-4 claiming that you are not subject to Virginia withholding.

https://www.tax.virginia.gov/sites/default/files/taxforms/withholding/any/va-4-any.pdf

You file a W-4 with your employer.  You are responsible to pay taxes in the state where you live.  You may also have to file a non-resident tax return in the state where you work as well.  The TTax question-answer format will determine what is required.

Increasing the number of exemptions on your W-4 will DECREASE the amount withheld from each check, which will give you an immediate 'feel-good' increase the amount you actually 'take-home' from each paycheck, but may cause you to be under withheld and thus owe more when you file your tax return (NOTE; if you are significantly under withheld, the IRS will assess a penalty as well).

The ideal situation is to have EXACTLY the correct amount withheld ($0 owed and $0 refund).  Unfortunately that is a very difficult amount to predict, and is somewhat of a moving target due to salary increases/decreases and tax law changes.

If you don't mind paying a tax bill to the IRS you could set your withholding (via W4) to be equal to, or little less than what you expect to owe  --but there is risk of being under withheld and incur an IRS penalty.

Probably the better option is to have slightly more than your anticipated tax bill withheld and then you would get a small refund --the smaller the better since you will have then had the use of the money all year (not an interest free loan to the IRS).