Yes, you can file married filing jointly for the federal return, and your Delaware return, but married filing separately for Pennsylvania. However, you will have a non-resident return for Pennsylvania and will allot what portion of your federal income is from Pennsylvania sources. You can also file the non-resident return as married filing jointly and allot your husband's income to Delaware.
For more information about filing status in Pennsylvania, please see this section on their web site.
You will want to be sure you check the Made money in another state checkbox in the My Info section at the beginning of your federal return, on the left menu bar.
Open the non-resident state first. This will pull current information from the federal return. Watch for allocation questions in the non-resident return. That is where you will note the portion of your income earned in Pennsylvania.
After you complete the non-resident return, then reopen the resident return for Delaware and it should then prompt you to allocate income and receive credit for taxes paid to Pennsylvania so you are not double taxed on the same income.