Short answer NO.
From North Carolina:
- If you are a part-year resident, you must file if:
You received income while a resident of North Carolina or you received income while a nonresident that was (1) attributable to the ownership of any interest in real or tangible personal property in North Carolina or (2) derived from a business, trade, profession, or occupation carried on in North Carolina, or (3) derived from gambling activities in North Carolina and whose total gross income for the taxable year exceeds the amount shown in the Filing Requirements for Tax Year 2018 Chart for the individual's filing status.
- A part-year resident , you must file Form IL-1040 and Schedule NR, Nonresident and Part-Year Resident Computation of Illinois Tax, if
- you earned income from any source while you were a resident,
- you earned income from Illinois sources while you were not a resident, or
- you want a refund of any Illinois Income Tax withheld.
Individuals with an adjusted gross income of at least $5,500 must file taxes, and an Arizona resident is subject to tax on all income, including from other states. Additionally, individuals here on a temporary basis have to file a tax return reporting any income earned in Arizona.
There is much more information at the sites listed and you should consider claiming your girlfriend as a dependent if the states tax law allows.