I made zero money in 2008. There is no W-2. Do I need to file for state & federal income tax & if so what form.

With income below certain thresholds US taxpayers aren't required to file a return. The applicable threshold depends on your filing status (single, single head of household, married filing jointly, married filing separately). According to IRS publication 17 Table 1-1 (pg 5) the lowest threshold is $3,500 (married filing separately).

Important Note:It's not simply a matter of wage and/or salary income meeting a threshold. Some taxpayers might owe taxes on previously untaxed income like, but not limited to withdrawals from IRAs (the institution usually sends some version of form 1099). There may also be some circumstances where filing a return could result in a "refund" in connection with tax credits. Some tax preparation companies are willing to calculate your taxes without charging you until you want the actual paper return or want the return filed electronically.

It isn't really feasible to give answers about state taxes without knowing which state is involved.

Like other publications and forms you can download publication 17 from IRS.gov in Adobe PDF format. You can also arrange to have forms and publications sent by mail from that same site or calling 1-(800)829-1040.