Hunter S. Thompson, the maverick journalist and author whose savage chronicling of the underbelly of American life and politics embodied a new kind of nonfiction writing he called "gonzo journalism," died yesterday in Colorado. Tricia Louthis, of the Pitkin County Sheriff's Office, said Mr. Thompson had died of a self-inflicted gunshot wound at his home in Woody Creek, Colo., yesterday afternoon. He was 67.