I have 5 people on a crew in Az, including myself. We are from Illinois. We were told that after 30 days, AZ state taxes would be withheld from our pay. Is this accurate? We work 10 consecutive days, then go home for four. This is repeated until the job is complete. The job may last up to 10 months. Do we have to pay taxes to Arizona? Also, our expenses are paid by our company, so we will have zero deductions in AZ. How hard will that hit us come tax time? Please advise.