Do you have to be legally married to file taxes jointly?

Yes, your marriage has to be legally recognized, but some states have common law marriage where you're recognized as legally married without a marriage license. If you became legally married in a common law state, your marriage is recognized federally. It is also recognized by other states that don't have common law marriage if you move to another state after establishing a common law marriage. As long as your common law marriage remains valid and you haven't separated, you can file jointly for federal and state tax purposes.

It appears that the following states have common law marriage laws: Alabama, Colorado, Kansas, Rhode Island, South Carolina, Iowa, Montana, Utah, and Texas (and the District of Columbia). If you established a relationship in one of these jurisdictions, you'll want to see if you have a legal marriage under the area's common laws.