It depends on a lot of factors, your nationality (us citizens don't have much choice), if you have have family and if your husband/wife works and how many months you spend in the country you live in. It's actually very complex and the best is to see accountant/tax advisors from the country of the company you work for, from the same country as your nationality and from the country you are currently living in.

For digital nomads, it adds even more complexity since it's a bit of a grey area.