Apparently it is not illegal in Colorado
See post #55
A statewide initiative, approved by voters last year, legalized recreational use of marijuana but bans its “open and public consumption.” Marijuana advocates say they werent expecting the definition of “public” to encompass private businesses and large, ticketed events where alcohol flows freely.
http://www.latimes.com/nation/la-na-marijuana-colorado-symphony-20140513-story.html