Yes, you do. Gambling winnings are taxable Colorado-source income and you will need to complete a Colorado non-resident income tax return. TurboTax will ask you a series of questions to determine the amount taxable.
You will be able to
claim a credit on your AZ return for any taxes paid to CO on your
non-resident return.
We recommend that
you prepare the non-resident state income tax return first in order for
TurboTax to properly calculate the taxes paid to other states credit.
This credit prevents you from paying double taxation. Click on How do I file a nonresident state return?
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