Minnesota is better for fish than Colorado is. Here if you aren't a trout fishermen, there isn't a lot else. And limits are so restricted that catching anything that you can actually take home is a rare occurrence.
Ocean fish is all transported, usually frozen unless you want to pay a high premium for air freight. Out here in the boonies we have very little to choose from, so we are more likely to do shrimp, or occasionally scallops, than fish, since the bagged frozen fish which is all that's available within a 2 hour drive is very unsatisfactory and too expensive for the low quality.
I often by one or two whole fillets of mahi mahi or several pounds of other wild caught fish at the seafood counter in the better grocery stores when I get to Denver. I put it on ice in a cooler and drive straight home, 150 miles.