I've not read most of the comments written by people -- but the question specifically asks about state and local taxes as well.
In my case, I filed as a non-resident for state taxes one year. So I said yes and attached an explanation sheet that said that I moved. I also had my accountant write me a letter (which I did not file) -- I plan to bring this to the interview in case there's a hassle.
I spoke informally with two immigration lawyers and they both said that should not be an issue. I filed the N-400 by myself.
In my case, I filed as a non-resident for state taxes one year. So I said yes and attached an explanation sheet that said that I moved. I also had my accountant write me a letter (which I did not file) -- I plan to bring this to the interview in case there's a hassle.
I spoke informally with two immigration lawyers and they both said that should not be an issue. I filed the N-400 by myself.