How to handle taxes for a casual gig in multiple states?

I work at scifi/pop culture conventions as a casual side gig. Some are volunteer, some are paid (usually minimum wage). At this point in time, I only work paid events in my home state (IL) and also travel to do the occasional volunteer event interstate. I would love to start doing the paid events in other states but how do I go about the taxes etc.

I do know that each event is paid based on the location, so I would pay state (+ all the federal taxes) for each event I work for, and I would get a total W2 at the end of the year – most cons that I would like to work, I already work with the same companies in IL.

Does this mean I’ll have to do a state tax return for every state that I choose to work in, even if it’s one weekend (usually less than 30 hrs / $500 before taxes).

Unless I get lucky with flights and/or room with multiple people, more often than not my hotel and transit cost more than I make for the weekend (definitely in it for the experiences and not the money), but because I don't work for myself I don't think this can be considered a loss.

I feel like state taxes would be between $0-$40 max per event depending on my final hours but I feel like paying the fees for each individual return is not going to be worth it if that is required.

Any insight would be welcome.