Some portions of Colorado do actually have a significant moose population. There are tons of them in and around the Cameron pass area in northern Colorado (I expect to encounter at least one each time I go up). I've also had run-ins with them around Winterpark, but not sure exactly how far south they range. Bears are always an option, as well. There has been a recent confirmed sighting of a wolverine here in CO, but they are very reclusive creatures with gigantic ranges so the likelihood of actually finding one is pretty low. Mountain lions are around, but again, are unlikely to be encountered and even more unlikely to attack a group. There are populations of coyote pretty high up in areas- I've seen them up as high as 11,000 in Rawah, in Northern Colorado. You could look into an an encounter with a deer/elk/moose that is carrying Chronic Wasting disease. They're known to behave....odd... to say the least. Check out the symptoms that it manifests as.
There's always sudden snowstorms, lightning strikes, rockslides, tornadoes (and no I'm not pulling the tornado thing out of my ass), hail, very high winds, and all those fun things. Also, widowmaker trees could flatten camp if they're below timberline, and hell, all the beetle kill out there makes this one even more plausible. Exploding rocks in the campfire (always heard this, but never confirmed)?
If they're a super noob they might put an un-cracked can in the fire to heat it- that I have seen and those can explode pretty nicely.