I can't think of any near by, but there may be some I don't know of. The closest ones I can think of are in Idaho Springs, which you will pass on the way up if you are driving from the airport in Denver. They are not the typical hot springs you may be thinking of, they are called vapor caves or something and are inside some caves connected to the building. Outside the next closer I can think of would be in Glenwood Springs which is farther west along I70 from Vail. They have a huge olympic size hot spring pool outside. If you ever go to Steam boat you can hike to the natural hot springs just outside of town. There is a book I have seen in the bookstores about Colorado hot springs. It probably isn't in your stores in New York, but you could probably do a search on Amazon.com and order it.