My husband and I are in the military. He is a resident of Oklahoma and I am a resident of Iowa but we're stationed in New Mexico. How do I file state taxes?

If your only income in New Mexico is your military pay and you do not have to file a New Mexico return.  If you are filing a joint federal return, both Iowa and Oklahoma have filing status to accommodate your filing:

Oklahoma allows exclusion of 100% of active duty pay, but you must file the return.  You will file a joint return, but add a Form 511NR to allocate his income to Oklahoma and your income as nonresident so it will not be taxed.

Iowa also excludes military pay and you can use Filing status 3 or 4 (married filing separately on the combined return or married filing separate returns) may be used by nonresident spouses with no Iowa-source income.