Colorado taxes the military pay of resident service members, but pay you earn in a combat zone that is exempt from federal income tax is also exempt from Colorado income tax. You also get 180 extra days to file your Colorado return after you return from a combat zone, and no interest or penalties build up during that extension.
There is nothing to apply for. Leave your combat zone pay out of the income you report on your Colorado return, and use the 180-day extension if you need it.
Your Leave and Earnings Statements or orders showing your combat zone service dates.
