You must file as married because that was your marital status on Dec. 31. You can file married filing jointly and include all of your spouse's information or each of you can file a married filing separately tax return. It is almost always better to file jointly than separately. See this comparison: https://ttlc.intuit.com/questions/1894449-is-it-better-for-a-married-couple-to-file-jointly-or-separ...
Are you asking about your W2 from work? It doesn't matter what you claim at work. That just is to tell the employer how much to take out. It doesn't have to match your tax return. I'm married but claimed Single at work to have more taken out.