This is what I found for Colorado:
During the week of December 1-7, if your car is left running unattended, or puffing in the cold weather, you may get the attention of a police officer near you. That is because the Colorado Auto Theft Investors (CATI) organization has designated the first week in December as "Puffer Week." The Aurora Police Department, along with about a dozen other law enforcement agencies along the Front Range will take part in a weeklong campaign designed to increase public awareness about the risks involved with leaving an unattended vehicle running, especially during the winter season.
For two days during Puffer Week, Aurora police officers will fan out over the city looking for violators at puffer theft hot spots which include neighborhoods, convenience stores and coffee shops, apartment complexes and daycare centers.
With the winter weather upon us, the Aurora Police Department and other law enforcement agencies want to remind drivers that not only is it a bad idea to leave an unattended vehicle idling to warm up and melt snow and ice off the windows, but the practice is against the law. The municipal violation in Aurora - Unattended Motor Vehicle - carries a fine between $75 and $105 - is enforceable on private and public property (state violation 42-4-1206).
This showed up in my search with a 2004 date on the article so I don't know if that is still a current requirement for that 1 week in December.