Fun fact: Colorado isn't a perfect rectangle (besides the lines of longitude converging). It's legally defined as straight lines between certain points that surveyors tried to make straight, but didn't get it exactly right. For example, see this part of the western border: https://goo.gl/maps/BKgwJ4bMfjF2
Saskatchewan actually has an unusual border on its east with Manitoba, in which a series of north-running meridians are interrupted by west-running jogs. This newspaper piece [1] reflects on the story behind this boundary.
http://geology.utah.gov/map-pub/survey-notes/glad-you-asked/...
Another kink in the souther border: https://www.google.com/maps/@36.988568,-106.87603,12z
Credit to this blog: http://www.howderfamily.com/blog/colorado-not-rectangle/