New York taxes income from New York employers if you are working out of state for your own convenience (your choice instead of the employer's direction). That means that, in general, you must file a NY non-resident return to report your NY income, and a CO resident return to report and pay tax on all your world-wide income, including NY income. CO will give you a credit to partially offset the taxes you pay to NY for the same income.
In the year you move, you will be a part-year resident of CO and a part-year resident of NY. You will pay NY tax on all your NY income (both before and after the move) and you will pay CO income tax on your CO income (income that is paid to you after you move, including both your CO employer and your NY employer). Again, there is an offsetting credit, although the tax returns will be slightly trickier to prepare for the year you move.
Lastly, if you never set foot in NY during the year, then NY can't tax you even if you are working for a NY employer for your convenience. This means that, suppose you move in 2024, and never set foot in NY in 2025, then the convenience of the employer rule will apply in 2024 (since you lived in both states) but won't apply in 2025, and you won't owe NY tax on your NY employer income. But spend even 1 day in New York, and the convenience of the employer rule applies.
