You may file married filing jointly, (MFJ) on your federal and married filing separately, (MFS) on your states in certain situations. See these Links for more:
https://ttlc.intuit.com/questions/2714486-can-i-file-federal-taxes-jointly-and-state-separately
https://ttlc.intuit.com/questions/1901214-how-do-i-prepare-a-joint-federal-return-and-separate-state...
