In Colorado you can carry a loaded pistol in your car, so you should be able to carry one while hiking in a National Forest. Of course, you should respect any private landowners concerns if you are hunting their land.
Personally I think it is uneccessary weight, which can be a concern when "big game mountaineering" for 5 miles and 3k vert in Colorado.
If you are afraid of a bear attack, I've heard testimonies that "bear mace" is much more effective than a pistol, anyways.


