Hi Terry. I could have been misinterpreting the posts as Bluebird had suggested above, but there are a few threads on the subject if you search the Colorado forum. It appears to be mainly along the Front Range. One post I read stated that all fireplaces installed in Denver since 1985 are gas. It went on to explain that due to air quality days I think different restrictions were imposed. I wouldn't think a city that had to deal with those issues would work for your goal.
Here is the link to that thread:
http://www.city-data.com/forum/denve...d-burning.html
I understand NH has banned the outside wood buring heat sources that Bluebird mentioned as well.
Despite the wood burning fireplaces, I don't think you'll have too much trouble finding clean air in rural Colorado. The restaraunts are nice too as the state itself is non-smoking.
Good luck!