In 2009, I filed form 1040NR-EZ plus 8843 (I was an J-1 single non resident alien).
But I filed late, so I got my state and federal refunds in 2010.
However in 2010, I was not physically present any day in the USA (I was in my home country).
So my only source of income in 2010 was the state refund of $135 (and of course the federal refund of $601 but then that is not taxable)

Note: I know that my state refund is taxable since I itemized state taxes on my 2009 1040NR-EZ form.

So my question is: Should I file for taxes for year 2010? And if yes what forms? (I know that I will not file form 8843 since I wasn't present in the US in 2010).

Thanks

Yes, state tax refund is income.
Your total income is less than the federal as well state filing requirements. So you do not need to file any tax return.