Both the child and I are Colorado residents like the father. She is a Virginia resident...

That simply means that any custody case will need to be heard in Colorado. It does not give you legal standing to seek custody. If your husband dies, there will be no custody case. The child will most likely be moved to Virginia at his mother's request. The Court will only recognize one mother. Unless the woman in Virginia agrees to allow you to adopt, the Court will recognize her and not you.

Could I file a case for custody in Colorado?

Only if you have legal standing to do so. Generally, in order to have standing, the child must be in your custody without his father for 6 continuous months. If that ever becomes the case, then you would have standing to file for custody.