I live in Colorado but the debt collector is in Sandy, Utah. Is there a state government agency in Colorado where I can ask if this collector has the right to collect debts in my state?
First, you need to see if your state even requires licensing or bonding for collection agencies. If they do, then there should be an agency tasked with compliance with the licensing and bonding requirements.
Before you check out licenses, you need to know whether a license is even required in the state that you live in. Not every state requires licensure and bonding of debt collectors.