Try using using an on site construction tool box like the one Rigid makes:
http://www.homedepot.com/h_d1/N-25ec...&storeId=10051
It's pretty light for as strong as it is, and can be carried by two people easily.
Holds some where around a crap ton, and is pretty secure with the right padlocks.
The locks are set in so pry and cut proof.
Also... it's Colorado. I would have to think a good coat of oil and you should be in pretty good shape for a while. I've had all my guns in a box just like this for almost a year and no problems at all. It's also been in a non climate controlled garage.