The laws vary from state to state. A more accurate question would be, "Do I need to file my state tax if my refund will be $0 and I don't owe anything? In Kentucky you would not need to file. YMMV.
Whereever you are I think you should file your tax regularly otherwise law will get back to you one day and you may have tough time.
I have no knowledge of CA law. I should point out for the benifit of all readers that some states do have a filing requirement for self employed persons (affilate income) even if the tax owed and the refund amount would otherwise be zero $. A quick Google serch should find you the links for CA or any other state tax code.
In Washington you don't need to file for ANY amount, large or small. NO INCOME TAX = NO FILING REQUIREMENTS.