Generally, if you live in one state but work in another, you must file an income tax return in both states. This is because withholding tax is deducted from your paycheck in the state where you work.
In some cases, you may benefit from what's called a "reciprocal agreement" between states. This kind of agreement allows your employer to withhold taxes from the state where you live instead of the state where you work. Taxes still need to be withheld, so you can't avoid that part. But, you will only have to file a return in your resident state.
States with current reciprocal agreements are listed below. This does not apply to you unless you file the required tax forms. Talk to your employer to file the necessary paperwork.
District of Columbia