fireworks question

While visiting Fort Collins and Denver, as the high altitude was getting to me I wondered how the thinner air affects other things.

Such as fireworks.  If you set off any specific type of fireworks at dead-sea level, regular sea level, "mile-high" Denver, and atop Mount Everest, would the results be the same?

Could one set off fireworks on the moon?

I tried Google "fireworks higher altitude", but only got result about ones that fly in a higher trajectory.

Any pyrotechnical experts out there?

and as a follow up, do hospitals in Denver have more patients (percentage-wise, I suppose) that have those oxygen tubes, as compared to hospitals in the plains?