Hi @Mayra Arias
The best answer is to have your employer correct this ASAP. It is much easier on their end to correct the state taxes being withheld. I would also make sure they are withholding for the proper state now as well.
You can go back to your employer and explain the situation and ask them if they can refund the withholding. It is possible for them to make this adjustment on their payroll forms and then give you a corrected Form W-2. However - they are not required to do so and may not want to.
If they refuse to do that then you will have to file either a California part-year or nonresident return to get your refund of withheld taxes allocating 0 income to CA. Then file a CO return claiming a credit for taxes withheld in CA if any.
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