It's an interesting alternate history setting with some definite possibilities.
The Civil war ended with a stalemate. The North settled for Kentucky, half of Tennessee, and Arkansas, with the South retaining the core of the South and Cuba joined the CSA. The Lone Star Republic of Texas, of course, is an Independent Country which annexed half of Louisiana. Native Americans were resettled into what is present day Oklahoma and formed an Independent country known as Sequoyah with the remainder of the conquered tribes of the East. Mexico has most of the West Coast except the gold country around San Francisco (Which is one of the United States known as the Republic of California), The Mormons have a state in Mexico known as Deseret, They supported the South in the Civil war, and were attacked by the Mexicans, and became, well... militant survivalists mostly hostile to outsiders.
Colorado is divided into three zones, Mexican, U.S. Northwest Territories, and Republic of Texas. I doubt the map boundaries in the book are even remotely accurate as the geography would make the defense of certain mountainous regions a certainty with even a small force. In any event the Northwest Territories are wide open spaces with groups from all factions and the Native Americans roaming in bands through the area, though the United States officially claims the "territories" and sends settlers there.
The games I have been interested in to date, are set earlier, even before Texas went Independent, right after the Spanish first settled New Mexico, before the Railroads (Iron Horses) arrived, and when the Spaniards were still working things out with the locals.
Oh, and the French kept Nouveau Orleans, making it a seedy haven for outlaws, smugglers, deserters from both the North and South, and a friendly port of call for Europeans in general.