I am a US citizen residing permanently the UK(my last US residence was NJ in 1997). I do, however, occasionally earn income in the US, as a self-employed musician. This year, I worked in NY for 2 months, and KY for 5 days. I received 1099-MISC for both jobs(ie no state or federal taxes were witheld), and am filing a federal tax return, as required by US law for all US citizens regardless of their residence. However, do I also need to file any state returns, either in NY, KY, or NJ?

Thanks
L

Probably for NY, but NOT for NJ (you are no longer a NJ resident) or KY (not enough money earned).