Actually in Denver? I can't say I know of any place like that. In the foothills there are plenty of options, but they are about a 30-60min drive from downtown denver.
When are you looking to set up camp? Right now it will be mighty cold in the foothills, but if you are prepared for that I am sure we can find you something. The problem is that a lot of the state and national parks might be closed for the season.