A good place to start would be the Steelworks Center of the West official website.
The Colorado Fuel and Iron Company by Victoria Miller and Chris Schreck
Pioneer Steelmaker in the West: The Colorado Fuel and Iron Company 1872-1903 by H. Lee Scamhorn
Mill and Mine: The CF&I in the Twentieth Century by H. Lee Scamehorn
Bound by Steel and Stone by J. Bradford (Brad) Bowers