'We're building a wall in Colorado': Trump

The president gave the remarks at the annual Shale Insight Conference in Pittsburgh, Pennsylvania.

"You know why we're going to win New Mexico? Because they want safety on their border," he said. "And we're building a wall on the border of New Mexico, and we're building a wall in Colorado, we're building a beautiful wall, a big one that really works that you can't get over, you can't get under. And we're building a wall in Texas. And we're not building a wall in Kansas but they get the benefits of the wall that we just mentioned."

Trump made construction of a wall along the U.S.-Mexico border a central promise of his 2016 presidential campaign to stop the flow of people without immigration documents from coming into the United States.

At the time he insisted that Mexico would pay for the wall, an idea the Mexican government never embraced.

Having failed to build the wall at Mexico's expense, Trump waged several failed attempts to get the U.S. Congress to provide money for what would cost taxpayers an estimated $25 billion or more for a wall.

As a result, he used his executive powers to shift money from the military budget, including appropriated funds for housing, schools and childcare for soldiers and their families.

Democrats have maintained that the action is illegal as Congress has the constitutional authority to decide how federal funds are spent.

Most Democrats and many Republicans in Congress argue that there are more effective, less expensive ways of controlling the southern border, where large numbers of immigrants from troubled Central American countries and elsewhere arrive each year.