You may have to file a non-resident return in Maryland. In general, Maryland requires you to file a non-resident tax return if you are required to file a federal tax return and you make more than $12,550 single or $25,100 married-filing joint and you have income from Maryland sources. You should look for a credit for taxes paid to another state on your Colorado return as it may allow you to reduce your Colorado tax by the amount of tax paid to Maryland. You should prepare your Maryland tax return first in TurboTax, as you will need to know the tax paid there for the credit on your Colorado return.
You can learn more about your Maryland filing requirements here:
Maryland tax filing requirements