We live in Texas but husband receives a 1099-R from California and I receive 1099-R from Arizona. Those 2 states have reciprocity. Do I have to file 2 state tax returns?

No.   You do not have to file state returns for the states from which you are receiving retirement income.  You only pay tax for the state you live in for retirement income.  In your case, TX has no state income tax so you only need to enter those 1099R's on your federal return.

The reciprocal agreement between Arizona and California has nothing to do with a taxpayer living in Texas. 

 

Retirement income received when living in Texas is Texas income. 

Since Texas has no state income tax, you needn't file a state return (unless you have other income).  

 

@kendigs38