Live in ky, work in Oh. do file state returns for both?

Ohio and Kentucky have a reciprocal agreement.  This means that if you live in one of these states but work in the other, you'll only need to file a return for the state in which you live.  

Therefore, you'll need to file a Kentucky State Return.

If the only Ohio-based income you had was from your employer, then no you do not have to file an Ohio return.  Ohio makes an exception to their filing requirement, in this case, if you live in a boarding state.  

If Ohio taxes are mistakenly withheld, you have to file an Ohio return to get a refund. You should ask your employer to stop withholding so you don't have to file an Ohio return every year.