State tax filing

You can reduce the amount of income that is taxed to Colorado by navigating through your Colorado part-year resident return to the screen Here's the Income Colorado Handles Differently and select at the bottom of the screen Miscellaneous Subtractions:

On the next screen you can enter the amount of over reported pension to Colorado:

In your Arizona part-year resident return, you will navigate until you reach the Other Adjustments screen where you can enter the amount you subtracted out of your Colorado return to be included in your Arizona income.