Do I need to file a resident and nonresident state tax form for both the state I live and the state I work (I live in Iowa and work in Colorado)?

If you never worked or lived in Colorado in 2024 then you do not file a 2024 Colorado state income tax return.  

Hi Donna! I have worked in Colorado since 2023, but I have never been a resident. I have always lived in Iowa (working for this company as a 100% remote employee since my start date). Thank you for your help!!

When you work remotely, you pay taxes in the state that you live in. You don't need to file a non-resident return since you didn't work in Colorado.