In the My Info section of TT, be sure you entered CO as your State of Residence. Then indicate that you had Other State Income from AZ. Do NOT indicate that you moved to AZ. Then complete the non-resident AZ return before you do the home state CO return. This should result in both returns being correct.
Note that your home state of CO can tax ALL your income, including your income from AZ. AZ can tax only the income you earned in AZ. You'll be able to claim a credit on your CO return for the taxes paid to AZ, so you won't be double-taxed.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
