Several states exempt active duty military pay from state taxes. Included are National Guard/Reserve units that have been deployed to active duty, as well as some National Guard active duty for training.
If this applies to you, and you did not take the exemption, file an amended state tax return to recoup the taxes paid.
Below are states with either partial or complete exemptions of military income. If your home state is not listed, check their website.
Be sure and verify with your state what is exempt as well as amended filing requirements and limitations.
North Dakota http://www.ndtaxdepartment.com