Smoking. At least here in Steamboat Springs that seems to be the case. Maybe there's a selection bias to the 7 different smokers I saw on my short walk through downtown. Maybe all the fit people are out in the countryside biking, boating, and not smoking.
The saddest state-of-America stat I've heard in a while is that the rate of adult obesity that makes Colorado the sveltest today would have made it the fattest in 1995