Which state do you live in and which state did you earn money in?
If you paid taxes in a non-resident state, it is likely due to you earning money in that state. How you handle it depends on whether or not it is a state that has reciprocity with the state you live in.
In general, if it does, then you will just file a non resident return claiming $0 in income and the full amount of taxes you paid to that state.
In general, if it does not, then you will file a non-resident return and then file a resident return claiming a credit or deduction for the taxes you paid to the non resident state. You will need to file the nonresident state first so you can claim the credit on your resident return.