Lubbock Lou and his Jughuggers sing in Colorado. John Denver and Miss Piggy ride horses by a lake in Colorado. Colorado is the 38th state of the United States of America. The special Rocky Mountain Holiday takes place and was filmed in the Rocky Mountains of Colorado. Jim Henson's Puppet Improv debuted in Aspen, Colorado. The Rocky Mountain Holiday soundtrack cover photographed in ColoradoAdd a photo to this gallery Wikipedia has an article related to: Colorado Retrieved from "https://muppet.fandom.com/wiki/Colorado?oldid=1082506" Categories: Real World Locations Community content is available under CC-BY-SA unless otherwise noted.