Non-resident income in AZ

It depends.

Each state has different filing requirements for nonresidents. 

For New York, if you New York source income is more than the New York State standard deduction amount, you will need to file a nonresident New York return.

For Arizona, you must file a return for any income derived from Arizona sources.

Wyoming does not have any state income taxes so you do not have any income tax filing requirements here.

In regards to your South Carolina resident state return, even though none of your income was earned in South Carolina, you are taxed on all income, regardless of where it was earned.

When you prepare your returns, prepare your non-resident state returns first.

Prepare your South Carolina return at the end.  This will enable you to claim a credit for taxes paid to another state on your resident tax return.

While answering the questions in the South Carolina state return, you will see a screen for Credits and Taxes.  When you reach this screen, locate the section titled  "Credit for Taxes Paid"

1. Select "Taxes Paid to Another State"
2. Answer the questions until you reach "Other State"
3. Here you will select the nonresident state where you paid taxes under "Other State"
4. Select Continue after entering the state name.
5. You will then be prompted to enter the portion of income taxed by the other state
6. On the next screen, enter the amount of tax from the Other State