Directories of heads of households have been published for major cities in Colorado. The Family History Library, for example, has Denver directories for:
Family History Library fiche 6043861
Family Hisotry Library book 978.883 E4d
||Family History Library films 1376794|
|1913, 1941, etc.||Family History Library book 978.883/D1 E4p|
The Colorado Historical Society has similar holdings, as well as directories for smaller cities.