If the decedent was a resident of Texas, then the Texas probate courts have jurisdiction over the real estate decedent owned in Texas and everything else decedent owned regardless of where it is located. Put another way, Texas courts have no jurisdiction over real estate in another state.
So, if the decedent owned a vacation getaway in Colorado, the estate must be probated there as well. Fortunately, this is not necessarily such a big deal. Most states have laws that provide relatively efficient and inexpensive ways of using what the Texas court has done and filing it in the other state. Conversely, if a will has been admitted to probate in another state, it may be a relatively simple task to file a copy of those proceedings in Texas to clear title to property here.