You will be filing two "part year resident" state returns. Save the new state for last. On each state, you only report income/expenses received/incurred in that state.
Nothing changes on the federal return, except maybe the current address of the business.
Was there a home office for the business in each state? If so, then on the federal return you have to close the hold home office on or before the date you vacated the old home, and then open a new home office on or after the date you moved into the new home. So on your federal return you'll have two home offices. One for the old home, and another for the new home. Make sure the active dates for the two home offices do not overlap.
