Mets GM Omar Minaya voiced support for embattled manager Willie Randolph during the game, but New York lost its fifth straight and fell to 22-24.
"We're not looking for silver linings," Randolph said. "We battled back and overall played a pretty good ballgame, but we didn't get a win."
The Mets have dropped nine of 13 overall despite an opening-day payroll of $138 million, leading to speculation that Randolph's job is in jeopardy. Two games under .500 matches their low-water mark for the season -- New York was 2-4 after losing its home opener to Philadelphia on April 8.
To make it worse, New York lost yet another outfielder to injury when Marlon Anderson went down with a strained hamstring.
Swept in a four-game series at Atlanta before arriving at Coors Field, the Mets had several chances to snap their skid in this one. They led 4-2 thanks to consecutive homers by Carlos Delgado and Fernando Tatis in the sixth, and they handed a 5-4 advantage to Wagner in the ninth.
Holliday then hit a one-out shot to center for his seventh home run.
"I was looking for a fastball," he said. "A guy with that kind of stuff, you want to get him early in the count before he gets to his slider."
It was Wagner's second blown save in 11 chances and first since April 29 against Pittsburgh.
"I made a terrible pitch to him," Wagner said. "I was going to throw a fastball away and cut it, it ran middle down. It was really just an awful pitch. He shouldn't have even hit the pitch, it was that bad. He should have took it."
The All-Star closer escaped further damage, and speedy Jose Reyes hustled for a leadoff double in the 10th. But he was promptly picked off second base by Brian Fuentes with Luis Castillo ready to bunt, thwarting a potential rally.
"You just can't fall into that trap right there," Randolph said.
Garrett Atkins had three hits, including a two-run homer, for the Rockies -- who lost shortstop Clint Barmes to a sprained right knee when Reyes slid into him on that 10th-inning double. Barmes has been filling in for injured Troy Tulowitzki.
Jonathan Herrera opened the 13th with a single off Aaron Heilman (0-1), working his second inning in relief. Jeff Francis, the second pitcher used as a pinch hitter by manager Clint Hurdle, sacrificed Herrera to second before Omar Quintanilla struck out.
With first base open, the Mets could have walked Holliday, runner-up for NL MVP last season, to face Atkins. But they chose to pitch to Holliday, who grounded a single through the right side and ended a game that lasted 4 hours, 15 minutes.
"Atkins was 2-for-3 against him and Holliday was 0-for-4," Randolph said. "In a situation like that you pick your poison."
Taylor Buchholz (2-2) pitched three scoreless innings for the win.
Rockies rookie Greg Reynolds gave up four runs in six innings, and Mets starter Oliver Perez walked a career-high eight in five-plus innings.
Delgado and Tatis hit consecutive homers in the sixth to give the Mets a 4-2 lead, but Barmes tied it with a two-run double.
The Rockies struck early against Perez. Barmes doubled in the first and Atkins homered to make it 2-0.
The Mets got one back in the third when Castillo singled home Chavez.
New York scored three more in the sixth. Castillo walked, and after David Wright grounded out, Delgado homered to center. Tatis followed with his first homer of the year in his fourth at-bat.
Tatis took over in left field when Anderson strained his left hamstring running out a grounder in the fourth. He is expected to go on the 15-day disabled list Saturday.
Colorado OF Willy Taveras left in the sixth with a bruised right knee and is day-to-day. ... New York RF Ryan Church (mild concussion) said he felt dizzy after the team's flight from Atlanta to Denver on Thursday night. He was out of the starting lineup for the third straight day. He pinch-hit in the 11th and grounded out. ... The Mets are also missing injured outfielders Moises Alou and Angel Pagan. Anderson's injury left the team with just two healthy outfielders: Carlos Beltran and Chavez.