Here in Colorado for most CG, commercial or otherwise, a reservation is generally needed throughout the summer season. USFS CG fill up fast on weekends, so if one wants to get any sort of spot on a weekend, a reservation is a must. During the week, it's much easier to find open availability.
State parks are generally the same way -- fill up fast on weekends, a bit more relaxed during the week.
For Rocky Mountain NP, reservations are pretty much needed for the entire season, as it's more of a destination than other places. Folks tend to stay in the CGs inside the park for longer periods.
Yes, there are first come/first served or walk up sites available, but they usually go very fast. Many of them have occupants on Thursday afternoon, for the weekend. Good luck trying to find a space on a busy weekend.
H E R E is a very good cheat sheet that another member here posted in RV Lifestyles. It's a wonderful resource in planning, and I'll be using it for sure for the 2017 season!