Talk about seceding is counterproductive and doomed to go nowhere. Those unhappy enough to consider seceding from Colorado to form their own state would do well to study The Blueprint: How the Democrats won Colorado (and why Republicans everywhere should care) by Rob Witwer and Adam Schrager to learn some valuable lessons on how to begin to turn around their political situation.
Other red states are not immune from having their states go from red to blue in a relatively short amount of time. And to think, that in Colorado, this all came about after term limits passed the state legislature, giving Democrats open seats which are more competitive than challenging an incumbent. Be careful of what you wish for.