If you want to live in Colorado as an immigrant, you must submit an application for immigration. This alone is a harrowing, stressful process. This stress worsens if you get an unfavorable decision.
Fortunately, your battle is not over here. You may have a chance to appeal an immigration decision if you get an unfavorable one.
Steps to take after a denial
The U.S. Citizenship and Immigration Services looks at appeals and motions for immigration decisions. First, you get a denial or revocation notice. It includes information about whether you are eligible to appeal the decision. It also mentions where you can file your appeal.
If given the okay to appeal, you will likely take it to the USCIS Administrative Appeals Office (AAO). You may also file with the Board of Immigration Appeals (BIA), an office in the Department of Justice. Note that it can take the BIA up to a year to return a decision.
Can you elevate to the Supreme Court?
If the BIA denies your appeal, you can elevate to the federal Circuit Court of Appeals. Failing that, you can elevate one last time to the United States Supreme Court. This is as high as you can elevate and there are pros and cons to taking the case this far. It is often time consuming and has big legal fees, but it is beneficial if you had an immigration judge known for denying asylum.
Note also that motions are a separate matter. You do not need approval to file a motion. It involves reopening or reconsidering a decision in the department that handed down the initial decision. You do this instead of escalating to another authority.