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It depends.
If your spouse meets the requirements by Rhode Island of the intent to leave his domicile in Connecticut, and establish a new domicile in Rhode Island, and actually plans to stay there without the intent to return to Connecticut, then you would need to file separate state returns. Please see this link for additional information on Rhode Island's filing status.
As for Connecticut, if you remain there but your spouse does intend to change domicile to another state, then you would be required to file separately per these instructions.
Finally, if your spouse does not change his domicile and the intent is to return to Connecticut, then you may be able to file a joint return for both federal and state, but he will also need to file a nonresident return for Rhode Island. See this link from Connecticut for more details.
