This would be difficult to do today as narrow gauge railroads in Colorado are all now tourist oriented and no longer connect. You can't travel from Denver to Durango on narrow gauge rails.
However, if you are visiting and interested these are the ones worth riding:
Cumbres and Toltec – leaving out of either Chama NM or Antonito CO.
This is a long trip, you can ride one way from one point to the other or you can do the roundtrip (which would require two days). This is the RR I like the best as the scenery is more varied and there are views on either side of the train. The only place where the view is restricted to one side is going through the Toltec Gorge.
Durango and Silverton – Probably the most famous and most popular is the Durango and Silverton up the steep and beautiful Animas Canyon. However, there is only a good view from one side of the train as it hugs the canyon wall.
Georgetown Loop – This is the closest one to Denver as its just a quick trip up I-70 to Georgetown. The loop is famous for the Devil's Gate Viaduct which is the main bridge as the line loops up and over itself to gain the elevation necessary to get to Silver Plume.
There are others as well but these are probably the best three steam locomotive narrow gauge railroads in the state.