RE: taking horses to colorado from illinois
Legal: They need a health certificate and a coggins (EIA) blood test. The coggins test is generally good for a year, but the health cert needs to be 30 days or less from the date of the trip (including return trip). Bottom line is ask your vet BEFORE a week before you leave so you can work out the details of the testing, which generally has to be sent off to a lab and can take a few days.
Also, any national forest requires that you only take "certified" hay from a preapproved dealer. That is so you won't be taking any noxious weeds into the forest.
I am a vet, and I know lots of people that take horses and do ok, including my partner who takes mules. Just treat them like you do yourself: get them in shape, go upa few days early to adjust, and take it easy at first. If they look ,sound like they need a breather, give them one. If youtake a fat horse who has been standing in a stall and hasn't been ridden in 6 months, you are asking for trouble.