I have a LOT more good information for you in The Short Cheap Tax Book for the Military.
The information here is subject to change as states update their information. I will update at least weekly until mid January, so please check back just before you file. The primary purpose of this is discussing the taxation of active duty pay, but I have mentioned retired pay for some states when I found the answer easily, but just because I don't mention pensions doesn't really tell you anything.
States with changes for 2019: CA (just an update of their evil letters to military).
Military Spouses Residency Relief Act (MSRRA)
MAJOR UPDATE: Starting in 2018, spouses do NOT have to establish residency in order to claim the service member's state of residency!
An added twist to this is that some states, like Maine, New Jersey and New York, have a way for residents not living in the state to claim non-residency for tax purposes. Our best minds conclude that this would allow a military spouse claiming one of these states as their state of residency could claim non-resident status and not have to pay taxes to the state. This has not been fought or litigated to my knowledge, so it would be wise to be aware that some states might fight it. My advice is always to go the aggressive route, but see what the difference is going the other way, and be prepared if the state fights this later. I personally set aside the excess refund for three years, and then spend it :)
States with Blue names either require a tax return or other document to be filed by military residents, or a tax return should be prepared to determine if any refundable benefits are available from that state.
Starting in 2015, military pensions are not taxed by CT.
Massachusetts does not tax military retirement.
May also be faxed to: (717) 772-4193
Starting in 2016, PA exempts military pay from LOCAL taxes, regardless of where you are stationed.
Virginia taxes military residents just like other residents except that they give a subtraction of basic military pay of up to $15000. The subtraction phases out dollar for dollar as income goes from $15000 to $30000 and is completely gone at $30000 of income. (If a military member made less than $15000, it would all be subtracted. If they made $20000, they get to subtract $10000.) The subtraction code is 38.