Is there a site that will allow me to e-file both NC and CO state tax returns?

Go to Internal Revenue Service (http://www.irs.gov) and click e-File. It will show the list of sites that you can use.

Or you can download a tax software to your computer or buy a tax software CD from stores.

Normally, you can efile ONE state with your federal return.

Some states, like California or Minnesota, allow you to efile their state tax return BY themselves, but most states require that the federal return be efiled WITH the state return.

So it is likely you will be able to efile ONE state return, and will have to mail the other one.

If you do mail one of the state return, attach a complete copy of the OTHER state return to the mailing copy. Having the other return attached to the filed return answers many questions before they have a chance to be asked.