A resident of Colorado has been called a “Rover” since at least 1864, when this was included in a list of state nicknames. Gold was discovered at Pike’s Peak in 1858, and an 1887 book explained, “Colorado people, from their migratory habits as miners, are called ‘Rovers.’”
 
A Native American chief called “Little Rover” was cited in an 1860 newspaper, and perhaps this influenced the “Rover” nickname. “Red-skinned rover” was also cited in print in 1860.
 
     
30 June 1860, New-York (NY) Daily Tribune, pg. 9, col. 3:
FROM THE PIKE’S PEAK GOLD REGION.
From Our Own Correspondent.
DENVER CITY, Pike’s Peak, June 16, 1860.
(...)
About a thousand Arrapahoes have been encamped near Denver; but a day or two since their braves, led by “Little Rover,” the chief and “left Hand,” the interpreter, starter on a war party against the “Utes,” leaving their squaws and papooses here.
 
22 September 1860, Chambers’s Journal, ‘The Wild-Huntress,” pg. 188, col. 2:
Even the red-skinned rover goes not here alone, but only with a large band of his kindred, a ‘hunting’ or ‘war party.’
   
22 March 1866, Louisville (KY) Daily Journal, “Nicknames,” pg. 1, col. 4:
The natives of these States are:
... Colorado, rovers; ...
 
7 April 1866, The Daily Cleveland Herald (Cleveland, OH), “Geographical Nicknames,” pg. 2, col. 2:
...Colorado, rovers; ...
 
Chronicling America
26 September 1866, American Citizen (Butler, PA), “Nicknames,” pg. 1, col. 4:
... Colorado, rovers; ...
 
Google Books
7 October 1871, Notes and Queries, pg. 382:
STATE NICKNAMES.—-The Yankees are great at nicknames. The people of Alabama are Lizards, of Arkansas, Toothpicks; California, Gold Hunters; Colorado, Rovers; ...
     
Google Books
June 1884, Donahoe’s Magazine (Boston, MA), “American Nicknames,” pg. 489:
The following are the nicknames by which the States in the American Union are designated in the familiar political vocabulary of America :— Alabama, lizards; Arkansas, toothpicks; California, gold-hunters; Colorado, rovers; ...
 
Google Books
A Manual of Geography (Third Edition)
By Frederick Maglott
Ada, OH: L. J. Kemp, Publisher
1887
Pg. 426:
Colorado people, from their migratory habits as miners, are called “Rovers.”
 
Google Books
U. S.
An Index to the United States of America
Compiled by Malcolm Townsend
Boston, MA: D. Lothrop Company
1890
Pg. 75:
NICKNAMES APPLIED OT THE PEOPLE OF THE STATES.
(...)
Colorado…Rovers...The roving disposition of its settlers, at the time of the Pike’s Peak gold fever.
 
Google Books
Universal Dictionary of the English Language
Edited by Robert Hunter and Charles Morris
New York, NY: Peter Fenelon Collier, Publisher
1897
Pg. 5344:
Colorado. Rovers (from their roving disposition).
 
Wikipedia: Colorado Rovers S. C.
The Colorado Rovers are an American soccer club based in Denver, Colorado. The club is a member of the United States Specialty Sports Association, A US Soccer affiliate that plays in the Colorado Amateur Soccer League’s first division. Founded in 1992, the club gained notoriety in 2013 when they reached the play-in round of the 2013 Lamar Hunt U.S. Open Cup, upon winning the 2013 USSSA National Cup.
 
Google Books
Encyclopedia of Colorado
By Nancy Capace
St. Clair Shores, MI: Somerset Publishing, Inc.
1999
Pg. 3:
Early nicknames for the people of Colorado included Silverines and Rovers. (...) The second commemorates the roving disposition of the “settlers at the time of the Pike’s Peak gold fever.”
 
Google Books
Baseball Team Names:
A Worldwide Dictionary, 1869-2011
By Richard Worth
Jefferson, NC: McFarland & Company, Inc.
2013
Pg. 247:
Pueblo, Colorado\
Rovers 1896 Colorado State (ind.). SPanish explorers camped here in the eighteenth century. Later, trappers, traders and prospectors reached the area, leading to the establishment of Fort Pueblo in 1842. “Rover” is another name for “explorer” or “wanderer.” Colorado is the “Buffalo Plains State.” Buffalo herds roamed and roved across this region. “Rover” was also a nineteenth century slang for a baseball player.