OTR driver state taxes.Where do you pay?

My residence is in a state with no-income tax but I worked for an employer that was based in an income-tax state. I had to pay income tax as a non-resident. I know my paycheck had income tax deducted every week and I did file an employer state income tax return. I don't have to file a state tax return for my state of residence. State of NY taxes the non-residents who work in NY but live outside of NY.