For most states of which I assume Ohio is one that does this, if you are a resident of that state then all income from all sources regardless of where you earned it, is taxable by that state of declared residence. Now while your federal taxes allow a credit for foreign taxes paid, I'm assuming that Ohil does not allow for that type of credit on your state taxes.
In the future, I can only suggest you always file joint for both federal and state, because in my experience for a married couple to file separate will always cost you both more, tax-wise. When a married couple files separate then they both automatically disqualify themselves for a number of deductions and credits they would otherwise qualify for if filing joint.
