Underground aquifers, reservoirs from streams, rivers, etc. Northern Utah gets a fair amount of snow as well. There are around 2.9 million people living in Utah[1]. There is also a fair amount of agriculture in the state, especially up north, which uses most of the water in the state[2]. States like Arizona and New Mexico are much more arid.

[1] - http://quickfacts.census.gov/qfd/states/49000.html [2] - http://www.water.utah.gov/brochures/wiu_broc.htm