Do we need to file a Colorado income tax because although we were residents of Texas the company my wife works for took out some money in January for Colorado income tax?

We moved to Texas in 2015 and lived in an apartment until January 15 of 2016 when we moved into our home.  The company that my wife works for did not update her records and took money out of her January 2016 pay check and paid Colorado income tax.  Texas does not have income tax so we do not have to file in Texas.