Hi,
I worked in Florida for first 4 months of 2009, and then moved to CA, and have been working there since then.

Now my employer has issued 2 W-2 forms, first one describing wages received in FL (for 4 months of 2009, Jan-April), and other one for wages received in CA (May-Dec 2009).

Can I combine both the wages together and file Federal return; And use the one I have for CA wages to do CA tax return?

Also, I'm married, and W-2 says so, but under exemptions /allowances it says 0. Can I claim 2 exemptions while filing returns?

Thanks,
Ray

Yes. Its good they gave you 2 of them. Be sure to send both with your federal return so it matches with what the feds have received for you.

Yes combine both the wages together and file Federal return and use the one I have for CA wages to do CA tax return.
About your filing status and dependents, ignore W-2. Do what is correct.