Denver definitely has a few
I will echo what some of the other folks have put up. As a Colorado native I've been to most at one time or another.
Natural History is great and they have a free day once a month if your looking for freebies. King Tut exhibit is great.
The Denver Art Museum is very good as well.
Aquarium is also good.
For a more unique approach to Colorado there are several small museum's and historical places off the beaten path that are lots of fun. Colorado has a rich history from the old gold rush days. Small towns like Leadville, have lots of places and tours dedicated to this. There are some mansions and such around Denver that have been preserved from that period as well.