I got a job last year in New York. I live during the week in NY and commute back to Marlyand over the weekend where I have a permanent residence . My spouse and my family lives in Maryland. I have no income in Maryland in 2009. Do I still need to file a MD return. Thanks for your help.

Yes, if you are resident of MD, you will report worldwide income including NY income. Claim credit for taxes paid to NY. 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)