The title says it all-I am Canadian and non-resident but married to another non-resident. For Federal tax, I am Married resident of Canada. What am I for state return? If I file State as Married filing separately, they want me to pay a lot. Can I claim I am single for State? I am filing two states-NY and CT.
Thanks to anyone who can help because I am lost!

For sure you can claim SINGLE status on your state returns.

However, it may be possible to file Married Filing Jointly. I suggest you contact the state tax agencies for both New York and Connecticut and ask.

All they can do is say no!