It's still against Federal law. So if USCIS finds out, it could cause your naturalization to be denied, and you could even deported for it.
Marijuana use is still a federal crime, although the federal government most likely won't prosecute casual smokers. However, they may still have you on the hook if you answer "No" to the "have you ever committed a crime for which you were not arrested?" question. Then again, it's not a crime in Colorado, so consuming marijuana and answering "No" to that question is not lying. The law is still too new to accurately predict any immigration related repercussions.