Yes, it's true. There was a tornado in Denver today. You'd think that because of the mountains, tornadoes wouldn't occur in Denver -- and generally, that's true. Residents report that even when there are tornado watches, tornadoes usually don't form.
But today, a tornado touched down near the Denver airport. Here's an article from The Houston Chronicle with startling pictures.
Tornadoes can touch down just about anywhere warm air collides with cold air. That generally produces a supercell where the colliding air streams begin to twist around each other. Here's a great video explanation.
If you don't know what to do when a tornado watch or warning is issued, you'll probably want to read this article.
(Photo courtesy of @wolverine2573)