We present a magnetophotoluminescence study of individual vertically stacked InAs/GaAs quantum dot pairs separated by thin tunnel barriers. As an applied electric field tunes the relative energies of the two dots, we observe a strong resonant increase or decrease in the g factors of different spin states that have molecular wave functions distributed over both quantum dots. We propose a phenomenological model for the change in g factor based on resonant changes in the amplitude of the wave function in the barrier due to the formation of bonding and antibonding orbitals.