I am active duty military. If my wife worked in the state we are stationed, do we say that she has income in that state? She has the same residence as I do, Texas.

It depends on the state you are stationed in and in many cases the type of income your spouse has.  Each state has it's own rules regarding taxation of military active duty and their spouse's pay.  Use this link to find the state you are stationed in and review their rules.

For example, some states will not tax the non-resident spouse's pay for a W2 job, but if the spouse has a business (self-employed) then the state will tax that income.  

Since TX is your resident state you definitely will not have to file there since they don't have any state income taxes.  

If you have further questions repost and include the state you are stationed in and someone will be able to give an answer specific to your situation.