“We’re building a wall in Colorado…We’re building a beautiful wall,” Trump said during a speech in Pittsburgh. He had been listening multiple states in which new walls were being erected. He later claimed that he was joking. Border officials also confirmed that no new segments of wall had been built, and that it only extended to areas where prior wall or fencing already existed.

The New York Times – Trump Mentions a Wall in Colorado, Then Says He Was Kidding
CNN – Trump claims US is building border wall … in Colorado
The National Memo – Border Officials Confirm: Government Has Built No New Wall