Across the United States, the USDA implements the Plant Hardiness Zones to offer 10 basic classifications (Zones 1 to Zone 10) to help growers decide what varieties are best suited for their environment. The zones are based on average annual minimum temperatures.
Colorado is in Zone 4 to 6. This means that some perennials that come back year after year in other Zones, are likely to freeze and die during Colorado winters. The mountains average minimum temperatures in Zone 4 are -30 to -20 F. The plains of Colorado are between Zone 5 to 6 which averages -20 to 10 F.