Board one of Colorado’s historic steam locomotives, and your expedition will begin with the blast of a train whistle. Now take your seat, and melt into the cushions as the train carries you deep into the wilderness and the vivid scenery unspools past you. Much of Colorado remains wild and untamed. The state is covered in lush forests and high alpine tundra, steep mountains and rugged canyonlands—all places roads don’t go. In fact, some of the state’s most thrilling hiking trails, best-preserved historical sites, and deepest wilderness areas are still…