I work and live in CA and my soon to be wife fiancés and works in AZ. We own nothing in CA but have rentals and home in AZ. She carries the loan on one of them and I carry the loan on the other3. I stay at my family's house in CA and so no rent in CA.

We are getting married this year. Can I file taxes in Ca and she files taxes I AZ? What is the best option?

You mean file 2018 taxes in 2019, right?
You will be married, regardless of when you marry.
Generally you will file a joint federal return, and possibly separate state returns. But it depends on state law.
So use a software program good for two states to work it both ways.