Think of Denver (700k) vs. Colorado Springs(450k) like SF(800k) vs. Oakland (450k) but unlike Oakland which is __roughly__ an extension of SF politics, CO Springs is deeply conservative to Denver's deep liberalism. CO Springs is home to the Air Force Academy and a number of military installations which underlies its politics. Its a "dense urban area" whose politics happens to be conservative. The skew left or right in Colorado typically comes from voter turn out in other areas of the state, e.g. Arapahoe, Jefferson, Boulder, Douglas and the swing of independent voters which makes up 45% of the electorate.
There are cities which run conservative. Bakersfield comes to mind in California, also roughly the size of CS, at 403k population.
The urban/rural alignment of liberal v. conservative politics is a good general rule of thumb. There are always exceptions.
But even (or especially) in deeply-conservative states, cities tend to be far more liberal. Salt Lake City (Utah), Austin (Texas), and Atlanta (Georgia) are particularly strong examples.
