OK, I have to revise my previous answer.
Colorado Regulation 39-22-109 states:
Income from the exercise of employee stock options is Colorado-source income if such income is treated as compensation for federal tax purposes and to the extent the employee worked in Colorado during the period the employee was required to work for the employer prior to the exercise of the option.
So if your RSU's were entirely earned in CO, the income from their exercise is taxable by CO. The income would also be taxable by your resident state of OH, since your resident state can tax all your income, regardless of where earned.
Therefore you must file a non-resident CO return reporting the RSU income, in addition to your resident tax return in OH on which you must report all your income.
You'll be able to take a credit on your OH return for the taxes paid to CO, so you won't be double-taxed.
In TurboTax, prepare the non-resident CO return first, before you do the resident OH return, so that the credit flows properly.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
