Thanks for that shout-out, but I am no expert for community States or multiple States or even individual States. There are some things I follow closely and stay current on, and there are some things I happen to have researched or will research, but far from an expert.

https://www.irs.gov/publications/p555

NM is a community property State, so that would all be split. CO is a martial property State, similar to mine. You didn't note if that was earned with a presence in CO, or by remote work, or? A nonresident is required to file a Colorado income tax return if they: are required to file a federal income tax return, and had taxable Colorado-sourced income.

"Married taxpayers who file their federal income tax returns separately must also file their Colorado income tax returns separately."

From: https://tax.colorado.gov/income-tax-topics-part-year-residents-nonresidents

And: https://tax.colorado.gov/part-year-and-nonresident