This is Glen Eyrie Castle, a hidden gem in Colorado Springs. It was originally built as a residential estate by General William Jackson Palmer, the founder of Colorado Springs. Palmer was a veteran of the civil war and a railroad tycoon.
The castle is now a retreat center owned by The Navigators, a worldwide Christian organization.
The property is gated, but they do allow visitors. If you want to visit, it is best to plan ahead for a tour.