I worked and lived in Kentucky from Jan 1 until March 15 last year. I then moved to Pennsylvania, where I worked under a different employer. My W2 from Kentucky is correct for the time I lived there and my W2 from my job in Pennsylvania lines up with the time I lived here. What forms do I fill out? Please help!

You will file return for both the states as part year resident.
Read: Your U.S. Tax Return: Working or Living in Two or More states (http://taxipay.blogspot.com/2008/06/working-in-two-or-more-states.html)