Many states have varying gunlaws and your local FFL holders should have the information. In most cases you can only buy long guns (rifles/shotguns) in a state other than the one you live in if that state pysically touches/borders the state of your residence. Another option would be for your dad to pay for that gun in CO and have it shipped to an FFL holder (dealer) in his state of residence. Most FFLs will do it for $25 or less. The selling dealer sends the gun too the FFL holder and then you dad picks up the gun from that holder, fills out the 4473 (the yellow ATF sheet) and ifhe passes the instant background (I assume most states are on this by now) the deal is done and he can carry the gun home.

It's easy really,
RA