For military personnel, your permanent residence is generally considered to be your residence when you entered the military. However, if you or your spouse have earned income in the state in which you were stationed, you may need to file a state tax return as a nonresident of that state.
You will need to determine your specific state's filing requirements. These can usually be found in the form instructions for that state, or on its website.
Please refer to the Federation of Tax Administrators to be directed to any state's website.