The best collection of published biographies in Colorado is at the Colorado Historical Society. They also have a biographical vertical file and the Bromwell Index (Family History Library films 1688547-8), which is a five-volume alphabetical list of prominent people in Colorado up to 1933.
Two representative biographical encyclopedias are:
Stone, Wilbur Fiske. History of Colorado. Four Volumes. Chicago, Illinois: S.J. Clarke Publishing Co., 1918-19. (Family History Library book 978.8 H2sw; film 1320948 items 1-3.) Volumes 2-4 contain biographies.
Portrait and Biographical Record of the State of Colorado. . . . Two Volumes. Chicago, Illinois: Chapman Publishing Company, 1899. (Family History Library book 978.8 D3p; film 1000142.)
Mardos Memorial Library Colorado Selections
Colorado State Archives, Colorado Biographies