Purchasing rentals in states with no state income tax

[Tyler Hightree]

I reside in Texas and am purchasing rentals in state. Even though property tax is high, not paying state income tax offsets the cost a bit.

I've been avoiding looking at deals in other states as I don't want to file income/tax forms for each state, I also lose out on the advantage of being in state with no state income tax.

Now to my question: If I invest in another state that doesn't have state income tax, do I even have to file anything since neither state requires state income filing?

Thanks!

[Basit Siddiqi]

@Tyler Hightree

Generally speaking, you won't have to file an individual income tax return in a state with no state individual income tax.

With that said - You may not have to pay state income tax(if you invest in a state with an income tax) if your only activity in the state is ownership in a rental. 
Rentals can operate at cash-flow positive but generate a tax loss.
With that said I would open up my criteria to more states.
I wouldn't let state income taxes or having to file a state tax return deter you from looking at great investment opportunities.