You can file a Married Filing Joint Federal Return.
Then you can either file:
First, you need to decide which of these states is your domicile or home state. I have included a link below to help you decide.
Your options are:
1. Married Resident of Colorado (if you both residents) and a Non-Resident of Oklahome for the wife.
Or
2. Married Separate Resident of Colorado for husband
Married Separate Resident for whichever state you are domiciled in or lived longest in and a Non-Resident in the other.
For who is a Colorado Resident see: www.colorado.gov/pacific/sites/default/files/Income6.pdf
TurboTax can prepare multiple states.
https://ttlc.intuit.com/replies/3300044
https://ttlc.intuit.com/replies/3301995
