Great 4th of July experience
When my kids were little, back in the 90's, 4-Mile Historic Park is where we chose to spend the day on the 4th of July. Haven't been there in about two years, but I'm sure it's the same: old-fashioned picnic lunch, volunteers dressed in 1800's garb, a Union Civil War regiment setting up camp and occasionally firing a cannon, horse-drawn wagon rides around the park, blacksmith shop, farm animals, craft demonstrations, cooking demonstrations, music, tour of the old house/inn, and a grand reading of the Declaration of Independence in the afternoon sun (after a concert by the Denver Brass). Sometimes there is an old-fashioned baseball game in the evening, too.
My two oldest kids also attended a week-long day camp there in the summer once, complete with old-fashioned games, and panning for gold in Cherry Creek. This is a great place! I've never been there during any other events, nor do I know what it's like when there isn't a special holiday -- but I definitely recommend it for a family Fourth!