List of Colorado State Parks with lots of pictures. Colorado parks are some of the best in the USA. The first Colorado state park was Cherry Creek State Park, opened in 1959. Colorado national parks, with their mountains, sand dunes, and rivers, are a great place for camping, hiking and general recreation. Camping in Colorado is arguably the best in the nation and this list includes many parks with campgrounds. You haven't experienced Colorado until you've experienced Colorado outdoors.