Be sure you filed a Missouri non-resident return, and completed it before you started your Colorado return. Your Colorado resident return will tax all your income from all sources (even out of state), but allow an adjustment for taxes paid to another state. If the non-resident state isn't completed first, the credit can't be calculated properly.
To double-check, look at Line 11 of your Colorado DR104 form, that's where the credit should be listed.
If it's not there, I recommend deleting both state returns, and starting states over. TurboTax will transfer all your information from the federal return, you will need to work through the Missouri return first, then Colorado.
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