In Colorado marriage licenses are obtained from the county, but birth and death records can also be obtained from the state. I just got off the phone with someone from the Arapahoe County Clerk & Recorder's office, and she's convinced that they don't have any records that old. That's odd, because Arapahoe is one of the original counties - it was formed in 1858 within the Kansas Territory, before Colorado even became a state.
There is a couple in the 1920 census in Denver City, Denver County, CO, Enumeration District 146, Sheet 7B
William Doherty, age 56, immigrated 1894, naturalized 1900, occupation "track man," railroad Elizabeth Doherty, age 52, immigrated 1894, naturalized 1900 Both of them, and their parents, are born in Ireland of English descent
Perhaps someone can read the Denver city directories to find out more about the family, and what happened to Mary Mabel.