Where to file taxes - living in one state earning in another?

Generally in both states.

You file a non-resident state return in the state where you work and a resident return in the state where you live. Almost always, one of the two states lets you claim a credit for taxes paid to the other state. It is usually the state where you live that lets you claim a credit for taxes paid to the state where you work, but in a few cases it is the other way around.

Some pairs of states have reciprocal tax agreements, where they agree not to tax each other's residents on wages. But you may still have to file a return in order to get a refund of taxes mistakenly withheld.

Caution: If your employer does not withhold taxes for your home state, you may have to file a quarterly estimated tax return with your home state in order to avoid underpayment penalties from your home state.