In Colorado, delegates are not bound. At the state convention, we elect a slate of delegates to the national convention - each delegate running for the national convention declare who they will support at the national convention and they are voted for. So, for example, in my precinct the prefernce poll vote was pretty much split Romney/Santorum. Our one delegate to the state convention was a Romney delegate, as was the alternate.
Ahh. There are so many states, with so many different rules. Here in Tennessee, we confuse people as well.