She made "credible" - but unspecific - threats after traveling from Miami to Denver on Monday night, and is considered risky, said Dean Phillips, the special agent in charge of the local Federal Bureau of Investigation office.
Denver Public Schools said that all facilities and programs will be closed Wednesday, and there will be no afternoon activities or athletic competitions.
"She did make statements that were threatening to schools and she did purchase a firearm. and that's why she's a credible threat", said Patricia Billinger, a spokeswoman with the Colorado Department of Public Safety.
Police say they received a "credible threat", but, the threat did not name a specific school.
The Department of Public Safety urged schools to tighten security, and more than 20 put lockdowns in place.
On April 20, 1999, 12 students and one teacher at Columbine were killed by two students who later killed themselves. Authorities say they are looking for a woman suspected of making threats. "She is armed and considered to be extremely risky", the office wrote on Facebook.
These included Aurora Public Schools and Cherry Creek Schools, as well as Jefferson County Public Schools, which includes Columbine High School.
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"Any threats involving columbine, or our schools, we take at an elevated rate, so, we're always aware of the situation here", said John Hickenlooper.
The 20th anniversary of the shooting at Columbine is Saturday. As the district prepares for the day's memorial events, it is fending off an onslaught of curious strangers who trespass in the parking lot of the high school - sometimes more than 30 people in a single day.
On Tuesday, some schools released their students after additional security was called in and cancelled evening activities or moved them inside.
The students walked to crosswalks and buses parked near the entrance.
A spokesman for the Jefferson County Sheriff's Office, Mike Taplin, said the lockdowns involved an FBI investigation but he couldn't provide any details.
The FBI alerted Jefferson County authorities to the threat around 11 a.m., the Jefferson County Sheriff's Office said. At the time it was the deadliest school shooting in U.S. history. (9news) Police are searching for Pais, who is believed to have been last seen in the Jefferson County foothills. There was no immediate indication whether there was any connection to the anniversary.
Late Tuesday night, several districts announced schools would be closed Wednesday. "Children are safe. Deputies are at the schools".