Colorado contains most of the southern Rocky Mountains and is named for the powerful river that rushes through it. The state has a myriad of settings, from alpine meadows, deep canyons, plateaus and mesas to deserts and dunes. Visitors can hike through canyons and up lush mountainsides in the summer and partake in all the offerings and festivals of the capital city, Denver. Here are the best things to do in Colorado. CDC information for travelers. Hours/availability may have changed.