Nevada will probably fall out of easy reach for Republicans after 2020 (it's still one of Trump's first possible flips). People sometimes say Idaho, but by the time that happens the trends will have reversed and party coalitions will have changed. Another fracking boom could do this fast in the Dakotas. Any migration to Wyoming will have an impact because there's only half a million people there.
The fracking boom resulted in North Dakota having the largest swing to Trump of any state in the nation. Energy booms (or, in general, reliance on the energy industry) are basically the most sure way to turn a state towards the GOP; Trump seems to be hoping that this will happen in New Mexico to, uh, reverse Denverize the state.
Arizona is the answer to this question, since it is if anything more dominated by its central metropolitan area than Colorado and that metropolitan area is growing, trending left, and dragging the state along with it. Georgia isn't a Mountain West state, but something similar is happening there with Atlanta. In general, anywhere that's trending Democratic is doing so because of the growth of some metropolitan area or areas -- what separates these states from Texas is just that there's multiple such cities there. Idaho is
an answer here with Boise, but the trend there is too slow, and the state too Republican, to matter before a realignment comes anyway.
I'm tempted to cite the Twin Cities and Minnesota, but the Upper Midwest is a place where Republicans could still make fairly substantial gains with rural voters in a way that's not really an option throughout the Mountain West, so I'm hesitant to say that.