How cold does it get in Colorado?

It can get well below zero, but that is rare. The coldest months are December and January. The climate in Colorado is dry, so the same temperature won't feel as cold as say Chicago or Boston where the climates are more wet.

Here is the high/low average temperature (Fahrenheit) per month for Denver, CO which is warmer than higher altitude places in Colorado:
Jan-43/15
Feb-47/19
Mar-54/25
Apr-61/34
May-70/44
Jun-82/53
Jul-88/59
Aug-86/57
Sep-77/47
Oct-66/36
Nov-52/24
Dec-44/16