I asked this question maybe I was not clear enough. I withdrew my 401k when I lived and worked in NY. Later in the year I moved to PA and took a job in NJ. I have to file taxes in all 3 states do I have to claim that 401k money as income in all 3 states? I have not seen this type of multi state Question on this site could someone give me an answer thank you very much.

You have to claim it on your Federal Return. Many State returns require that you transfer the income from the 1040 to your state return. So yes it would be reported.

As answered earlier, you claim the 401K distribution ONLY on your NY return as that was your residency state at the time of the withdrawal.