Aside from the Municipal Fireworks shows in La Junta and Rocky Ford, Fireworks are banned under the Stage 2 Fire Restrictions.

This means that no sales are permitted for any kind of fireworks, and that Law Enforcement will be enforcing this.
Violations will be cited into Otero County Court, and depending on the severity, may be extremely costly. It's just not worth the risk.

A violation of the Fire Ban by using fireworks will earn a citation under the County Ordinance 2008-001 charged under C.R.S. 30-15-402(1) with a potential fine of up to $1,000.

Additionally, for use of illegal fireworks anywhere in the State of Colorado, a citation under C.R.S. 24-33.5-2002(5) "it shall be unlawful for any person to possess or discharge any fireworks, other than permissible fireworks, anywhere in this state."

If a fire is started because of the illegal fireworks, 4th Degree Arson may also be charged, which may be a Misdemeanor or a Felony, depending on the damage/injury.
Depending on the circumstances, a violator may be charged with ALL of the Above...

I do not speak for the municipal police agencies, however, the Otero County Sheriff's Office will be taking these violations seriously.