You will most likely have to file multiple state returns. You have 2 options, you can either file your Federal now and return to your state later or add the other state returns using the directions in the 2 links below. You may want to review the directions below on how to file a Married Filing Jointly federal return and Married Filing Separately for the states that you do not have income or that your husband does not. In other words, file a MFS return for your husband's home state and a MFS return for your home state.
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