I would agree that we are physically a healthy state but Colorado routinely falls (I looked back to about 2005) within the top ten of states with the highest suicide rates in the nation. It's important to note that the statistics for suicide do NOT include military as most make that assumption. I would argue that we are NOT a mentally healthy state.
Chris I'm glad you qualified your statement about public education and funding. It sucks and the people of Colorado need to wake up. We are one of the top states in the nation when it comes to residents with higher levels of degrees but we do not see value in education because we don't support funding it. Always a mystery to me.
As to why Colorado...I attended a training recently where we discussed recent studies and theories on elevation and mental health. Statistics are showing that in the US, the states with the highest rates of suicide are Western. Alaska is an easy one and we should throw it out. Out of the top 15 cities for suicide, Colorado Springs ranked second and Denver ranked 8th. Las Vegas was first. It is believed that oxygen deprivation plays a critical role in those rankings. Theories suggest that oxygen deprivation leads to depression which then leads to suicide.
Its ironic because states where people say they are unhappy, have lower rates of suicide. Like New York. People said they were unhappy but their rates of suicide were low. Places where people claimed to be happy actually had much higher rates of suicide.