married, claim single during year

What is the name of your state? Tennessee
I recently got Married, Would it be legal for me to continue to file single, Claiming 0 on my payroll check at work, or should i have to change to married claiming 0?

you may stay with single-0 on your w-4 at work. you're not required to change that.

To clarify:

Your withholding allowance at work merely tells your employer how much money to take out of your pay each period for income tax.

You will, however, have to file married on your tax return.

Snipes