My husband plays minor league baseball and we have no residency. We lived in KY in the beginning of 2006, then moved to Florida in March until Sept. We then moved to Arizona until the end of November and back to KY. Do I need to file as a resident in any of these states or can I just be a non resident in all?

You have a choice.

You can file as part-year residents in Arizona and Kentucky (Florida has no state income tax), or you can file as a non-resident of Arizona (but STILL pay taxes on income earned there) and as a full-year resident of Kentucky (claiming a credit for taxes paid to Arizona).