It depends on how you want to file your state returns-
If you filed as Married Filing Jointly on your federal return, you must file a joint return for Michigan as well. If your filing status on your federal return was Married Filing Separately, you may file a separate or joint return for Michigan.
If you and your spouse filed a joint federal income tax return, you MUST file a joint Ohio income tax return. If you and your spouse filed separate federal income tax returns, you MUST file separate Ohio income tax returns.