Labor law is local. That is, the labor and employment laws of the state in which the employee works apply, not the laws of the state where the company is located; you would therefore have whatever rights CO law gives you. There is an exception to the above: if you have a written employment contract specifying a certain state's law in the event of a dispute or in determining your rights, then apply that state's laws: such "choice of law" contractual provisions are valid and enforceable.