If your vehicle calls for 87 octane, at higher altitude states like CO, UT, WY, ID, etc, regular gas will be 85/86 octane and will work just fine.
HOWEVER, if you are turbo charged, then yes, you will need 87 octane, regardless of altitude.
When traveling through high altitude states like CO, WY, UT, etc, I plan my fuel so I don't end up with a tank full of 85 octane when I hit lower altitudes.
2001 Coachmen Mirada (Ford F53 6.8L V10) - Toad 2001 Civic
It won't do MACH 2, but I can get a sandwich and take a pee.