Anthem also provides online wellness programs focused on weight management, nutrition, exercise, stress management, insomnia and smoking cessation. These online programs offer customers lower-cost ways of promoting health and wellness. About Anthem Blue Cross and Blue Shield in Colorado : Anthem Blue Cross and Blue Shield is the trade name of Rocky Mountain Hospital and Medical Service, Inc., an independent licensee of the Blue Cross Blue Shield Association. ® ANTHEM is a registered trademark of Anthem Insurance Companies, Inc.