If you're driving from Connecticut to Denver, the best advice I can give you is to give away or sell the fish and replace them when your arrive in Denver. Denver has lots of fish stores, several are dedicated specifically to African Cichlids. How you going to feel if the fish don't make it? Trying to transport them that far in the heat of summer IMO is not a very good idea and most likely you will regret it.
If you absolutely must take them with you. The advice above is good. If you're go for the packing in plastic bags inside coolers, I wouldn't pack more than one fish per large bag of water. If you opt for the cooler option, I would buy a tranformer so you can plug in a air pump and keep water moving constantly. Regardless of which method you try, you will need to have the fish in an air conditioned situation. Very unlikely they will make it if you try putting them in a moving van or trailer.