Under Colorado Law, if two people decide between themselves that they are married and hold themselves out to the community that they are married, than they are married under the law.
By filing a married tax return, this is likely to be viewed as strong evidence that you are holding yourself out to the community as married. It would be further strengthened if you referred to each other as spouses in front of friends and family, had joint finances, etc.
In this situation, you might be married and be required to divorce under the laws of the Uniform Marriage and Dissolution Act in Colorado.
Because your ex is no longer in the state, it would behoove you to speak to an attorney as there is a different procedure when dealing with an out of state respondent.
Nothing in this communication should be considered legal advice. Nor should this communication lead you to believe that an attorney-client relationship has been created. Only after thorough analysis of your case with you in my office can I provide effective legal advice on your specific issue.