Riding on Interstate Highways in Colorado
The shoulders of most interstate highways in rural Colorado are open to bicyclists. In a few cases, like I-70 over Vail Pass and through Glenwood Canyon, bicycles are not allowed on the shoulders, but adjacent bike paths exist. Eisenhower Tunnel on I-70 is closed to bicycles, so cyclists must climb over Loveland Pass. In metro areas, bicyclists usually are not allowed on the shoulders of Interstates, but alternative routes exist.

Here in AZ it's the same.
For many locations in Arizona, freeways are the only available route for travel. Therefore, bicycle travel on freeways in Arizona is expressly permitted in all locations except for those specifically posted as prohibited to bicycling.

These prohibitions exist only in urban areas or on high-volume interurban routes. Bicycle use on freeways may only be prohibited where an alternate route exists and that alternate route is judged by ADOT to be equal or better for bicycle travel.

On freeways, bicycles must travel on the shoulders, not in the travel lanes. On all other highways, standard lane or shoulder use applies.

Cyclists enter and exit the Interstate system using existing ramps. No special treatment is used at ramps - cyclists watch for traffic as they cross each ramp.

There has been no significant accident problem identified with the use of freeway shoulders by cyclists.

I like riding on the Interstate, you just have to watch out for people trying to Exit. They alway's try to beat you to the exit ramp, and on a MB I dont think they realize just how fast you are going.