STATE TAXES

Yes, you report all worldwide income to your resident state. Louisiana (LA) will give your a credit for taxes paid to another state.  It may be best to mail your LA return to include a copy of the W-2G or similar statement that shows the amount of tax that was withheld and paid to Mississippi (MS). This is what they are requesting, proof of taxes paid to MS.

State Returns - Your resident state requires you to include all worldwide income. Assume both states require income tax returns to be filed: 

1. Report the income on each state return that is from the nonresident state
2. Report it on your resident state and receive credit for taxes paid to another state.

Credit for taxes paid to another state is allowed by a resident state when the same income is being taxed to another state.  Your resident state does not want you to pay tax twice on the same income. The credit that is allowed will be the lesser of:

1. the tax liability actually charged by the nonresident state, OR
2. the tax liability that would have been charged by your resident state

In most cases complete your nonresident state first.