I first was living in Georgia and working in Tennessee the end of 2008 we moved to Tennessee and still working in Tennessee. My employer did not change some information and continued to take out Georgia state tax for 2009. What form do I use to get back the state tax that I paid in error.

Your employer should have provided 2 W@'s to you showing what had happened. Then you can file in GA for your state taxes that you do owe and they should return any overage. Tenn has no state tax.

What is on W-2 does not change how you must file your tax return.
For GA file part year resident tax return and report income earned while living in GA. Similarly, for Tenn. File as part year resident and report income while present in Tenn.
Figure out GA and Tenn income based on number of days spent in each state. 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)

Since TN has no state tax on wages there is no need to file a return there, unless you have income from interest and dividends greater than$1250 ($2500 if married filing jointly). The rest of Mukata's response regarding how to file with GA is accurate. You'll need to figure out precisely what your income was while a resident of GA versus TN, and report that amount as GA-based income. You should get a nice hefty refund from GA. If you haven't already done so, check with your employer to make sure he stops withholding GA taxes from your wages.