Actually, it would be very difficult to pursue a wrongful termination case in Colorado under the fact situation you describe unless the employer is a government agency. As Colorado is a "hire and fire at will" state, and strongly so at that, the employer only has to give no reason for the termination, or an unrelated one ( the economy comes to mind) in order to insulate themselves from liability. Only if the employer was stupid enough to actually put in writing that the termination was for exercising a protected right could one prevail.

Worse yet in this case is the fact that a private employer, at least in Colorado, can legally terminate an employee for exercising one'sfirst amendment rights. Wrongful termination is a tough row to hoe in Colorado.
Indeed, proving wrongful termination can be a tough row; however, that in itself should not discourage an employee from seeking out legal representation if a protected right has been violated. It is about standing up for your rights, somewhat similar to what the mmj community is doing regarding defending their rights not to be condemned or criminalized for using/growing/distributing medical marijuana, which is also proving to be a tough row to hoe.