You definitely want to be outside of any city. I live in an unincorporated area and the covenants say no target shooting which is reasonable since the houses aren't that far apart.

People have shot pests, coyotes, skunks and such plus dogs chasing horses and cattle with no legal issues.

If you in an unincorporated area you can get into trouble if neighbors claim your bullets are going on their property.

Even in city areas you can be kind of creative. A company, I think Aquila, makes a .22 ammo named Colibri with no powder just primer. It makes a pop and fires a bullet with a mild bit of force. When I lived in Castle Rock I used it for revolver shooting in my garage.

Never, ever fire a real round from a real gun in a city. About 35 years ago I was at a birthday party in Boulder. The guy's wife gave him a beautiful hunting rifle as a present. After enough drinks he had to try a shot and we couldn't talk him out of it. He fired it into the ground in his backyard. In a few minutes the cops were at the door. After finding out what happened he had a choice: He could give up the rifle or go to jail. He gave up the rifle. I'll bet the rifle never got turned in.

Steve