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Unemployment rate for Colorado Springs:
From 1990-recent, monthly
data.bls.gov/labjava/outside.jsp?survey=la
1. Select Colorado
2. Select Metropolitan Area
3. Select Colorado Springs
4. Click "Get Data" button
5. Click "more formatting options" to retrieve from 1990- or
change format to export to Excel

For earlier information (in annual frequency only), consult previous editions of the Statistical Abstract of the United States.

FRED (Federal Reserve Bank of St-Louis) also offers some historical data for download, but I had trouble finding anything at the state level for Colorado.

GDP by State for Colorado:
From 1963-1997, annual (click SIC for Step 1), from 1997-2005 (click NAICS for Step 1)
Available from The Bureau of Economic Analysis

Gross Metropolitan Product for Colorado Springs:
From 1999-2002, annual frequency, see p. 5
From 2001-2004, annual frequency,see 13

GMP is not available before 1999.
See this article about the status of GMP. The Brookings Institution, which published the article, is considered a center-left think tank.

To locate more data for the frequency and time periods you need:

You can consult this library guide to Colorado Business Statistics Sources for more sources of information.

Most likely the data in the frequency and time period you need is available in a print source you can photocopy or a database you can access on-site through your local public or university library (many university libraries allow walk-in, non-student users). The staff will be able to help you find the data you need.

For more context:

You might try looking for research that has already been done on defense spending and regional economic development. You can try free scholarly search tools such as Google Scholar (note that most content isn't free) and WorldCat.org. You will have to go a local library to get most of the relevant books or articles you find.