I work for a consulting firm in New Jersey -- and am paid a per diem wage (via w2).

I was assigned to a project located in NY City -- do I need to pay NY taxes for the days I worked there in 2008 ?

If you are present in a state, then any income earned during this period, must be reported to the state.

To your resident state, you must report your worldwide income for the year. Read: Your U.S. Tax Return: Working or Living in Two or More states