Colorado says, "A Colorado resident is a person who has made a home in Colorado, or a person whose intention is to be a Colorado resident. The department will consider, among other things, Colorado voter registration, Colorado vehicle registration, Colorado driver license, school registration, property ownership and residence of spouse or children in determining intention to be a Colorado resident."
So avoid doing any of these things (register to vote, drivers license, etc.) in Colorado but keep up your SD registrations, and you can continue to file a non-resident return on your Colorado source income.
I guess I should add that you are taxed in the state where you live (i.e., domiciled) and the state(s) where you work. So even though you do not have to file an individual state tax return for South Dakota, you will owe tax to Colorado as long as you are physically working there. See the Colorado instructions about "Colorado source income".
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