When is recent? If you got married ON OR BEFORE December 31, 2024 and moved to the state he was living in, you would either file as Married Filing Jointly or Married Filing Separately.
If you got married ON OR BEFORE December 31, 2024 and did NOT live with him AT ALL for the last 6 months of the year in 2024, you could file as Head of Household, if you maintained a home for your dependents.
If you got married AFTER December 31, 2024, then you would file as Head of Household if you maintained a home for your children to live in.
You will need to file a state return for the year that you lived in your state. If you moved out of your state during the year, then you would file as a Part Year Resident for that state and a Part Year Resident for the new state.