You must file a nonresident Colorado state return to report your rental income to Colorado.

As a California resident, you must also report your rental income on your state tax return, but you will get a credit for any tax you paid to Colorado so you will not be taxed twice on the same income.

Thanks for the reply.  TurboTax *is* filing a nonresident CO return for me, it's just that I'm paying 0 taxes, when I should be paying a little more than that.  I looked on the final CO return and see 0 in the box for entering royalty/rent income earned in CO (box 17), when I believe it should be non-zero.  I've marked the rental address as being in CO, so why isn't TurboTax considering that as a CO income source?

Go back to the Colorado section of TurboTax and look for the Colorado Portion of Rental or Royalty Income (see below) and make sure you have the correct Colorado amount.  

Please let us know if this does not work.  @joeabrams026

I collect rent in two state turbo tax is posting to only one state

If you have rental income in a state(s) other than your resident state, you will need to file nonresident returns for those states.   When you go through the state nonresident returns, you will be asked how much of the rental income on your federal return belongs to that state.   Enter all of your rental income and expenses on your federal return, and then go through each state return and allocate the rental income and expense to each state, as applicable.  

Your resident state will tax all of your income, but they will usually give you credit for any tax you pay to another state.   Prepare your nonresident return(s) first, before you prepare your resident return.  

How to File a Nonresident State Return

@asaullo