Nuclear detonations were authorized by the US Atomic Energy Commission (and its later incarnations of ERDA and DOE) with explicit permission from the US President to "expend" the requisite fissile material in the test. Which is to say: they are a federal thing, 100%. Whether Colorado's law could actually prevent them from doing it there if they wanted to is probably legally questionable.

In the 1970s-1980s there were a number of municipalities that passed "nuclear-free zone" laws in the USA. These tend to ban many types of nuclear weapons activities including testing. I do not know if any states passed them. Again, the legality is dubious: nuclear weapons activity is considered by the courts and the federal government to be an exclusively federal affair because it is tied up with national security, international treaties, etc., and it is likely that any attempt by a local or state municipality to stop it would be overturned very quickly. Not many of these things have gone to court; Oakland, CA, had its nuclear free zone order invalidated in 1988 by federal court for the above reason. (Some interesting legal analysis here.)