In the given reaction, the oxidation state of 0 does not change. The species with an oxidation state of 0 is $H_2O$, and it remains the same on both sides of the equation.

$$\text{CO} + \text{H}_2\text{O} \rightarrow \text{CO}_2 + \text{H}_2$$

The oxidation state of carbon changes from +2 in CO to +4 in CO2, while the oxidation state of hydrogen changes from +1 in H2O to 0 in H2. However, the oxidation state of oxygen remains at -2 throughout the reaction, as it is -2 in both H2O and CO2.