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In the US state of Colorado, there is a fascinating place called Mesa Verde National Park. Within this national park, you can enjoy spectacular views of cliffs and forests.

In the Colorado state of the US, ...

Hi,

Do both of the above sound right and natural to you? Thanks.
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Hi,

In the US state of Colorado, there is a fascinating place called Mesa Verde National Park. Within this national park, you can enjoy spectacular views of cliffs and forests.

In the Colorado state of the US, ...<<< No, this does not make sense.

Clive
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Hi,
You could say:
1. In the US state of Colorado,
2. In Colorado, a state of the US,
3. In Colorado, US
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Comments  
Thanks, Clive and HT.

Got it.
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