Pretty sure it’s legal here in Ohio too. You hit it, you git it.
It’s legal in CO too and you don’t have to be the one who hit it. You do have to notify the CDoW and get permission from one of their officers. The officer will even finish it off if for you if it’s still kicking. You can put your name on a list and your local CDoW officer will call you when some roadkill becomes available.