Colorado is a US state. It borders New Mexico and Oklahoma to the south, Kansas and Nebraska to the east, Wyoming and Nebraska to the north, and Utah to the west. 

History

When Gustavo Fring interviews candidates to build his Superlab he first flies them into Denver International Airport and then has them drive to an unknown point in the Rocky Mountains, where Mike Ehrmantraut picks them up to bring them to New Mexico. ("Quite a Ride")

Skyler White decides what to do after realizing she and her family as in grave danger by visiting the Four Corners. She flips a coin and it first lands in Colorado, but it she then drags the coin into to New Mexico with her foot. ("Cornered")

Gale Boetticher was PhD candidate at the University of Colorado-Boulder before dropping out.

Jimmy McGill spends the rest of his life at ADX Montrose, a maximum-security level prison that which is located in Colorado, for his crimes with being involved with Walter White's drug empire. ("Saul Gone")