That will depend on what you are doing with the house in Colorado.
You only need to file a state return if you have income coming from a source in that state. If you are using the Colorado house as a rental, you will need to file a Colorado state return and pay taxes on the net rental income. If the house is being used by family members or is just awaiting your seasonal return, there is nothing that would cause you to need to file a tax return in Colorado.