State laws differ so it would depend upon the state in which you are moving to and their laws with regard to driver's license records. You should check with Department of Motor Vehicles in the state which you have moved to or plan on moving to and find out if they will incorporate your Colorado driving record with your new driving record.
Keep in mind even if your driving record does not transfer your new state, as well as your insurance company, can still look back at your old driving record from your previous state. Your insurance company can use the violations on your Colorado driving history as part of their rating factors if you have recently moved.
If your driving record was so bad in Colorado that your license was suspended or revoked then the state you move to will find this out when they check the National Driver Register (NDR) or problem driver pointer system (PDPS). With a license that has suspended or revoked driving privileges you would need to get the license reinstated in your previous state in order to get a new license in a different state.
For an auto insurance quote for Colorado or any other state follow this link.