2019,I was a resident of NY and got a W2 in NY.We got married in June and she moved from OH to NY(she got a W2 from OH).What residence are we file Married filing jointly?

It's complicated. You are a full year NY resident.  She is a part year resident of both states and will have to allocate her income. You can still file as Mariied Filing Jointly in both states.

Thank you very much. In your opinion, I'm filing married filing jointly for Fed and State returns, would this be correct? 

Thanks.

Yes, for Ohio.

I'm not specifically familiar with the NY software, so that may be right, since you (the first listed tax payer) were full year.  As long as her income is allocated, on the NY return, you should be OK.

If NY taxed all her income, that would be OK, as long as they gave her credit for OH tax paid.  You two come out (about) the same either way.