Moved from California to Florida.

I landed a job in Florida and my wife and I bought a house and move out of California June 21st to Florida. My wife is still working for a CA company remotely. I am working in and for a Florida based company.  We established residency in June as well.  Will we have to mail in our tax return?  What documents will we need? Can we deduct the moving expenses?  Am I missing anything I will need for the filing in both states?