No. Not the Rocky Mountains.
In the US, RMSF is most prevalent in the southeastern and south central states. It is also found in Canada, Mexico, Central America and parts of South America.
Souce
Sexton, D. "Clinical manifestations and diagnosis of Rocky Mountain spotted fever" Up To Date. Jan 2011.
Image, Rocky Mountains: http://vulcan.wr.usgs.gov/LivingWith/VolcanicPast/Places/volcanic_past_rocky_mountains.html
Image, Reported cases of RMSF: Centers for Disease Control and Prevention. Summary of notifiable diseases -- United States, 2007. MMWR Morb Mortal Wkly Rep 2009; 56:1.