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To what level do local/state police have to cooperate with federal police when state law differs from national law, especially regarding the recent legalization of recreational marijuana in Washington and Colorado?
Technically speaking, there is no such thing as a federal police force.
There are U.S. Marshalls, FBI Agents, Drug Enforcement Agents, ATF Agents, Border Patrol, and Immigration and Customs Enforcement officers, but there is no such thing as a federal police. (Okay, the U.S. Capitol Police Force, maybe, but I doubt that's really the issue here.)
Ultimately, federal laws trump state laws, so each of these agencies has something to hold over the heads of local authorities, but in the end, each of these agencies ultimately relies on individually negotiated agreements with local authorities to be able to operate.
For this reason, local sheriffs can, if they so decide, choose not to participate in a given action. Indeed, in many anti-immigrant states, the problem is often the reverse - local authorities are demanding the right to enforce federal laws, and at least if the case of Alabama and Arizona is considered, they aren't allowed to. The Arizona v. United States decision aka "Show Me Your Papers" was the result of state authorities attempting to enforce a federal law. Most of it was struck down, because it was too much of an entaglement between the different types of government.
The converse also holds. If DEA wants to raid a Colorado "dispensary," they have to supply the agents to do it. Colorado cannot legally bar the DEA agents from doing their job, but they are under no obligation to enforce it either.
Indeed, in a famous incident in 1963, Alabama's Governor, George Wallace symbolically stood in the schoolhouse door attempting to prevent federalized national guard troops from enforcing a Supreme Court decision integrating schools. Had the governor wished, he would have had the authority to call in local police to stop them as well - although doing so would have been a treasonous act and likely could have precipitated another Civil War.
It is that fear that, in practice, forces federal and state forces to cooperate. Nullification is no longer a valid argument, but neither has state soverignity been abolished. Federal laws are supreme, but states are not obligated to enforce them. They just can't stand in the way without bringing down much wider consequences.
Local law enforcement officials have enforcement jurisdictions that are limited by the local (state or municipality) government's legal jurisdiction. That is, the power they are granted as a representative of a specific governmental entity can only extend so far as the legal jurisdiction of that government.
Specifically, that means that local law enforcement officials are not authorized to enforce federal law (except in specific cases where the federal entity that has jurisdiction over the law extends power/deputizes the local official) of any kind. You wouldn't expect a local police officer in New York to be able to arrest a Canadian citizen for a violation of Canadian law while in the state, and the same applies to violators of federal law within the state.
However, in practical terms that rarely makes much of a difference to offenders, because almost all federal criminal law has a parallel state/local law. When you are arrested by a local official, charges are then filed against the local statute. Federal charges may be filed later based on the evidence available from the local officer, but those are filed and carried out by federal officials who have that power.
In the rare cases where state law does not mimic federal law is the only time you would have this conflict play out in practical circumstances though. So to answer your questions: No, the local police not only do not have to prosecute people for activity that is legal in the state but illegal at the federal level but they are not permitted to. Nor are local officers required to act in any way contrary to their own laws.
However, local police have no power to stop enforcement of federal laws by federal law enforcement personnel in their states. They do not need to help the federal law enforcement agents, but they can be arrested themselves for impeding a federal investigation if they do things to delay or prevent the lawful arrest of state citizens by federal enforcement agents.
The Constitution tries to make this a non-issue through the Supremacy Clause (indicating that any state law in conflict with a federal law is unconstitutional and superseded by the federal law), however, it will take a court challenge to resolve the specific issues you highlighted so my answer will apply while this works its way through the courts.
There are also some areas of law (immigration for example) where the state does not have the authority to make any law (even one in concert with federal law). In these cases federal officers typically pass that authority to local officers for logistical purposes.
