State taxes

i live in arizona, a company i worked for is based in michigan, and held out michigan state tax. why do i have to pay state tax for a state i do not live in?

If you are employed in Michigan, you must pay Michigan income tax. Each state taxes you on income earned in the state. You must also pay tax in Arizona on all your income because you are an Arizona resident. However, you would get a tax credit against your Arizona tax for the tax you paid in Michigan so that your total bill will be about the same.

If you were not employed in Michigan, then they should not have withheld Michigan Income Tax, and either the company or Michigan should give you a refund.