That's according to one of my semi-modern bird books (and I suspect the others concur in such a basic statement). So I consulted my two favorite local bird references for even more.
An Annotated List of the Birds of the Mountain Parks and Mount Evans region by Robert B. Rockwell and Alexander Wetmore. from Denver Municipal Facts, Vol. 2, No. 3, March 1919 (but based on a paper published in 1914)
The Birds of Denver and Mountain Parks, by Robert Niedrach and Robert B. Rockwell, Colorado Museum of Natural History, Popular Series No. 5, December 1939.
For the Black-headed Grosbeak
1919 Black-headed Grosbeak Zamelodia melanocephala
Summer resident. More common on the plains than in the mountains.
1939 Rocky Mountain Grosbeak Hedymeles melanocephalus papago Overholser.
Summer resident, common. Upper Sonoran and Transition Zones.
These fine songsters are common birds in our city parks and along shaded streams. They arrive from the south about the middle of May, nest during June, and depart for the south early in September. During the height of the breeding season they are readily observed in favorable locations; the males are in full song, and may be heard singing at all hours of the day. The nest is a flimsy structure of twigs, built usually in shrubs or low trees, and both male and female help with incubation.
For the Blue Grosbeak
1919 Western Blue Grosbeak Guiraca cerulea lazula
One record from Morrison.
1939 Western Blue Grosbeak Guiraca caerulea interfusa Dwight and Griscom.
Straggler, rare. Upper Sonoran Zone.
The only record for the Denver area is one taken by H.G. Smith east of Morrison (Cooke, 1898). Dille (1902) reported one just north of this area at Altona, Boulder County.
For the Evening Grosbeak
1919 No report
1939 Western Evening Grosbeak Hesperiphona vespertina brookei Grinnell.
Migrant, not common. Upper Sonoran through Canadian Zone.
For the Pine Grosbeak
1919 Rocky Mountain Pine Grosbeak Pinicola enucleator montana Only one record from Lookout Mountain.
1939 Rocky Mountain Pine Grosbeak. Pinicola enucleator montana Ridgway.
Resident, not common. Canadian and Hudsonian Zones in summer; rarely down to the Transition in winter.
The pine grosbeaks are birds of the evergreen forests; they are tame, and while busily feeding will pay little attention to one’s approach. Owing to the nature of their habitat, they are rarely observed during the summer. In the fall and winter, however, they gather in small flocks and occasionally may be seen, the beautiful rose-red males being especially conspicuous against the snow background. Definite records from the Denver area are very few. Rockwell and Wetmore (1914) took only one specimen, an immature male on November 7, 1909, on Lookout Mountain during twenty-three collecting trips made between March 28 and November 14.
For the Rose-breasted Grosbeak:
1919 No report.
1939 Rose-Breasted Grosbeak Hedymeles ludovicianus (Linnaeus)
Straggler, rare. Upper Sonoran Zone.
This strikingly marked bird has a propensity to wander far from its eastern range. Bailey and Niedrach (1938f) collected a male in worn plumage (no. 18900), May 20, 1938, near Daniels Park twenty miles south of Denver. This is the only specimen encountered within the Denver area, but it has been recorded as breeding at Longmont and observed at Loveland.
From these reports we learn that scientific names can change a great deal in 25 years (though the species epithet is often a good clue to identity), and that scientific writing used to be more entertaining to read. It also seems my chance of seeing a Blue Grosbeak is, perhaps, not as remote as I thought.
Historical accounts can also raise more questions than answers at times. For the record, here's the answer to one of them, as defined by Niedrach and Rockwell (in quotes, their summary of Typical Vegetation):
Upper Sonoran Zone is 3,500 to 5,500 ft (1,067 to 1,676 m) for Colorado, that is, Denver and plains habitats (grasslands, plains riparian, and wetlands)
Transition Zone is 5,500 to 8,000 ft (1,676 to 2,438 m) here, that is foothills and lower montane ("Scrub Oak, Yellow Pine, Douglas Fir")
Canadian Zone is 8,000 to 10,000 ft (2,438 to 3,048 m), or roughly upper montane to lower subalpine ("Quaking Aspen, Lodgepole, Engelmann Spruce")
Hudsonian Zone is 10,000 to 10,500 ft (3,048 to 3,200 m), upper subalpine and timberline ("Engelmann Spruce, Balsam Fir, Foxtail Pine")
Arctic-Alpine Zone is above 10,500 ft ( m), or alpine, above timberline ("Arctic Willows, Grassy Meadows, No Trees")
Alas, I think I see more questions coming out of that answer!