If I worked in NH but live in MA, do I have to file a return for NH?

No.

As stated in the additional answer,  New Hampshire does not tax wages, so in your situation, as a resident of  Massachusetts, and only wages earned in New Hampshire, there is no need to file a New Hampshire state tax return.

[Edited 3/3/2025 I 8:14am PST]

@briannaraymond62 

Q. If I worked in NH but live in MA, do I have to file a return for NH?

A.  No. NH does have an income tax.*

If you had worked in most other states, the answer would be yes, but you get a credit on your home state return.

*NH did have an income tax on interest and dividends, but does not tax wages. As such, you do not need to file a NH tax return. 

The New Hampshire tax on interest and dividends is repealed as of Jan. 1, 2025.