[carubmun]

Use tags and prefixes.
Make every thread have a prefix for Colorado.
Tag every thread with the specific city in Colorado.
Add a menu/nav of some kind that lists your forums by city or by state.
Have those menu links point to the output given out by either the state prefix or the city tag.
Whichever output you want people to be able to see.
Then whichever one they choose will take them to a forum page filled with posts of the required prefix or tag.

You can also throw up a link via a notice in every specific "town" forum that says "want to see posts for all of colorado (or whatever)" and that takes people to a list of all threads with the prefix Colorado.
Even if you dont have a Colorado forum.

You can also do this all with RSS feeds from your own forums.

Then make a menu or some other navigation system that allows people to click on