No, you don't need to file CO in a year you did not live there and the employer is not situated there. Since the employer is not situated in CO you should only be concerned with the state you physically work in. And if that is your resident state you should generally file only that state.
Occasionally there is a state that requires you to file if your income is derived from their state, but not all.
- California: Do I need to file as a nonresident? Since you are not a business you are not required to file this return unless you would be physically present, working in this state.
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