This is from the Colorado regulations:
nonToxIC sHoT
1. It is illegal to use or have toxic (lead) shot, either in shotshells
or as loose shot for muzzleloading, while taking or attempting to take ducks, geese or coots in Colorado. This includes
national wildlife refuges open to hunting. Toxic shot, either in
shotshells or as loose shot for muzzleloading, cannot be in a
hunter’s gun, on his/her person or near a hunter taking or attempting to take waterfowl. Store lead shot in your vehicle. You
can store lead shot elsewhere if it’s not readily accessible while
hunting waterfowl.
2. Nontoxic shot is required in commercial wildlife parks, field
trials and dog-training while hunting captive-reared mallards.
3. Nontoxic shot is any type approved by the U.S. Fish and Wildlife Service. Go to:
Fish and Wildlife Service