I am a W2 contract employee living in PA. My company is in CT. I worked in TX for six months. Do I owe PA state tax on the money I earned while working in TX (which has no state income tax)?

If you are getting a W-2 then you are an employee, not a contractor. You are just traveling on your company's assignment in TX. You are still getting paid based on your job with your company in CT. You should pay CT's state tax.

This may not be true if it's through an agency. My brother has done a lot of contracting work through an agency and he does have to deal with taxes both here and the other state. I couldn't tell you that he is a W2 employee cause I've never cared and never looked at his financial stuff. I do know he has taxes taken out though. It seems like a bit odd situation, but that's the way it is.

Under that condition -- it depends on Pennsylvania's laws. Different states handle this differently. If no one here happens to know PA laws, you need to contact their state tax office and ask them.