I think I figured out, having been a pimped out consultant once... it depends a good deal on the state of your residence and the rates involved.
For instance, if your state of residence has say, a 10% income tax and you play in say, Seattle or Florida (no income tax), then I believe that you owe your state of residence the entire 10% tax for that game/job, etc..
If the state you work in has an income tax, then they get the rights to that income tax - with qualifications. If your state of residence has a higher income tax rate than the one you are working in, then you owe the difference between the (lower rate) working state and the (higher rate) residence state, to the residence state. If the working state tax rate is higher than the residence state, then you owe it all to the working state for that income period.