You also have to file a non-resident return in CO. Rental income from a property located in CO is taxable by CO. The portion of your rental income that you received after moving to AZ is also taxable by AZ, but you'll be able to take a credit on your AZ return for the tax paid to CO. Be sure to complete the non-resident state return BEFORE you do your home state return, so that you'll get the proper credit.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
