I am flying from the UK to the USA
We have booked two separate flights. One which goes to NYC and the goes onto Denver, however it is with a different provider and airline, but in the same airport (sort of as a connecting flight, but booked separately), there is a four hour wait
Will we have to go through passport control or can we just stay in the airport and go through passport @ Denver
No, I don't believe you need to go through passport control again when you get to Denver. You have already been checked to get onto the plane in NY and just need to walk to your correct terminal when you get to Denver
You will clear Immigration and Customs upon arrival in New York.
The Denver flight is a domestic, you can only board after you've been admitted into the US. You won't get a second glance in Denver.