You are supposed to pay taxes based on your physical location where you were working when you earned the money. Each state sets a different threshold for the number of hours needed.
I had to file state reutns for NY, NJ, PA, and Cali this year. I worked in Mizz, but not enough to reach their threshold.
You can offest the wages tax against your home state.
If you are in Cali doing work for a NY client, but never physically leave Cali, then you do not need to worry. Based on your physical location.
Hope this helps.