I'am leaving the military soon, do I file unemployment through the state I've been paying taxes to (Wash DC) or the state I'm currently in (TN)?

Like the topic says, I’m finally getting out of the service (Honorable, I’ve been a good boy). I was wondering if I’m supposed to file my unemployment claim through the state I’ve been paying my state taxes to or file the claim in the state I’m currently residing in? Last time I got out, I went home then filed, but this time I’m taking some college night courses in Tennessee. I don’t wanna mess myself over.