Update: Based on the legal:

18-9-118. Firearms, explosives, or incendiary devices in facilities of public transportation.

A person commits a class 6 felony if, without legal authority, he has any loaded firearm or explosive or incendiary device, as defined in section 9-7-103, C.R.S., in his possession in, or carries, brings, or causes to be carried or brought any of such items into, any facility of public transportation, as defined in section 18-9-115 (4).
It is allowed with permit.

(i'm no lawyer though)