According to the CO Dept. of Revenue Individual Income Tax -- Quick Answers you can request another check:
Lost or Never Received
My Paper Refund Check is...
Missing: Did you use the correct mailing address when you filed the return? Check the status of your refund and your address by visiting Revenue Online.
Lost: You can request that the original refund be voided and a new refund be issued. Follow the Reissue Process below.
Destroyed: You can request that the original refund be voided and a new refund be issued. Follow the Reissue Process below.
My Direct Deposit Refund...
Has not been sent to my bank: Check the status of your refund by visiting Revenue Online.
Has been issued but is not in my account: Double-check your tax return and verify the 9-digit routing number and your account number on the return. Contact your bank or financial institution to determine if your refund was deposited.
Had wrong or incorrect account numbers: We will automatically create a paper refund if your direct deposit information could not be processed.
Reissue Process for Missing, Lost or Destroyed Refunds
You can start the refund check reissue process by signing a refund reissue letter. Request the letter through 303-238-SERV (7378)
Colorado Department of RevenueIncome Tax Section
PO Box 17087
Denver, CO 80217-0087