I am married in Brazil, but not in the US. Am I considered married or single?

Yes, you are considered married.

You can file married filing separately.   If your spouse has no US source income, she would not be required to file a tax return.

If your spouse is a nonresident alien and you file a joint return, your spouse must have either a Social Security Number (SSN) or an Individual Taxpayer Identification Number (ITIN).

To get an SSN for your spouse, apply at a social security office or US consulate. You must complete Form SS-5. You must also provide original or certified copies of documents to verify your spouse's age, identity, and citizenship.

If your spouse is not eligible to get an SSN, she can file Form W-7 with the IRS to apply for an ITIN.