I have been asked to file my fathers will in Colorado. He died in Illinois and it was filed here shortly after his death with no probate required. What forms do I need or how do I go about doing this?

Why, do they want it filed there? Where did he live? What was his home state?

If he owned real property in Colorado, "ancillary administration" in probate there may be necessary to transfer title to that property. Contact a Colorado attorney.