You are double taxed when the income earned in one state is also taxed by another state.
This happens when you are living in one state, for example, Missouri and working in Kansas. Kansas will tax it and also the resident state of Missouri will tax it, so you get a credit for taxes paid to Missouri.
If your case, your Colorado return should only tax you on income earned while a resident of Colorado. A part-year resident return can be filed.
Missouri will tax you also only on income earned in Missouri and part-year return can be filed.
So then you will not be double taxed.