I live in Mississippi but work in Alabama. I have not earned income in Mississippi. Which state do I file my state taxes in?

As a resident of Mississippi, you will have to file a Resident Mississippi return.   In addition, You will have to file a Non-Resident Alabama income tax return.  First file the Non-Resident in Alabama, then file the Resident Mississippi return.  You will be asked if you paid taxes in another state on this income.  Everything will automatically transfer from the Alabama return to the Mississippi return.  Due to differences in state tax laws,  You may have a balance to pay in Mississippi. The tax you paid on the income in Alabama will be credited toward the tax due in Mississippi.  You never pay double taxes on the same income.  I hope this is useful information.   As a result, you will have to Turbo tax software for both Alabama and Mississippi.  This may require you to buy an extra software for a second state.