Generally with the states (if they are not domicile states - North Carolina is not) you can break residency in the year that you leave.
So what happens is that in 2003 you will need to file a part-year NC return (as you were resident for part of the year). Reportingyou income and deductions only for the resident part of the year. From 2004 onwards you will not have to file a NC return if you do not have any NC source income (rental, partnership, etc...).
Hope this answers your question.