Yes.
From Arizona Department of Revenue:
"You may file a joint return, even if you and your spouse filed separate federal returns.
You may file a separate return, even if you and your spouse filed a joint federal return."
The rules vary from state to state. Colorado requires that you use the same filing status on your state return that you used on your federal return.
See page 3: <a rel="nofollow" target="_blank" href="https://www.colorado.gov/pacific/sites/default/files/104Book.pdf">https://www.colorado.gov/pacific/sites/default/files/104Book.pdf</a>
By the way, it is generally better that you pose your questions as new questions, rather than as comments on a years-old thread.