I want to file my federal return MFJ but need to file MFS on our state returns. Which federal return should I send in with my state return, MFJ or MFS return?

I am a resident of Alabama and my wife was a resident of GA and New Mexico. We want to file our federal jointly but need to file all three states as MFS. Normally a copy of the federal return is sent in with the state returns but I'm not sure which version of the federal should be sent.