You can double check your entries in Maryland to make sure you did not include any income except for your wife's LLC. Line 8 of Form 505NR will show your Maryland income.
Another reason you may feel double taxed is that states only allow a credit up to the state tax rate. Colorado has a flat of 4.55%, whereas Maryland's taxes are graduated. The rate can be as high as 5.75% but CO will only credit up to 4.55%.
