Federal done, State/local not

So I moved to the UK in Jan 2015. I have been diligent with my federal taxes. However, there has been so much going on and its been so hard trying to figure it out that I have not filed state or local taxes since that year. I know I should but I have not been able to figure out how. I even called the tax office in PA before moving to ask and they had no idea what I should do. They couldn't even tell me how to file for an extension.

Does anyone know what to do for states like PA for taxes? Also....what are the consequences of not filing state or local?

I don’t know about PA at all, sorry. We left Louisiana in 2010 when we retired and moved to Texas and their rules are that non-residents must pay LA taxes on all income from LA companies. I receive a non-qualified pension from my previous employer, reported on a W2 with mandatory withholding by the company and every year I need to file an LA return to recover about $400 of overpayment.

They have online forms that I complete but since I have been in England and completed a return they would not pay the refund into my US bank like they always have but instead sent a paper check to the US address I provided (my daughter lives in California). It is very annoying as I think they make it difficult for overseas residents to get a refund in the expectations that some won’t file.