Retail stores in Colorado sell spirits, wine, and beer. Grocery and convenience stores sell 3.2 percent beer only, and then not between 2 a.m. and 6 a.m. Package stores are open 8 a.m. until midnight and are closed on Sundays. Bars stop selling alcohol between 2 a.m. and 7 a.m.
I would guess those "grocery stores" selling spirits and such are probably classified as something other than a grocery store.
This information may be a little out of date, Colorado does allow Sunday sales now. I found this on Wikipedia:
Spirituous, vinous & malt liquor available in liquor stores and
liquor-licensed drug stores only. Liquor stores closed on Christmas
Day. Sunday sales restriction lifted on July 1, 2008. Liquor stores
and liquor-licensed drug stores may have only one location, while 3.2%
beer may be sold in gas stations, supermarkets, and convenience
stores. Appropriately licensed businesses may also sell 3.2% beer for
both on and off-premise consumption. A small number of grocery stores
are licensed as drug stores and sell full strength beer, wine, and
spirits. As an example, a chain grocery store that has pharmacy
services at most or all locations may elect a single location in the
chain as the licensed establishment to sell beer, wine, and spirits.