Pet policy/requirements?

Anyone travel with a dog domestically into Denver lately? I'm bringing my 2.5 month old puppy from Oklahoma to Denver and keep seeing contradicting things about a Certificate of Veterinary Inspection being required for pets when travelling. I've searched and they are upwards of $100. I'm flying Southwest, and they don't have any requirements besides the dog being vaccinated and non disruptive. Has anyone been asked for this documentation?