Wyoming does not have a state income tax. You need only file in your home state of Colorado.
I have a question. I'm a Colorado resident and have been for many years. I'm working in Wyoming but as an independent contractor. My hiring contractor is based in Colorado and will be showing a Colorado address for my 1099 for 2019. Do I need to file a Wyoming state return (I thought there was no state taxes in Wyoming).
@Anonymous - You are correct. Wyoming does not have a state income tax. You need only file a Colorado tax return. All your income, including your earnings from Wyoming, is taxable by your home state of Colorado.
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