New Mexico has very good records which can be found at the Hispanic Cultural Center in Albuquerque. There are books of baptismal and marriage records there as well as other resources. Additionally the Family History Library has the census records which are probably your first starting point. You are lucky because the population of NM was so small that the entire census for some years is on 1 tape. You can also contact the Archives in Santa Fe where they are very helpful. The Spanish kept excellent Church records. If you find a baptism you often get the names of not only the parents, but the grandparents as well.

There is also a special collections library in Albuquerque, part of the public library system that is excellent. Finally, both UNM and NMState have special collection libraries after you are more deeply involved in seeking information. UNM has an excellent collection of old newspapers on microfilm also.

Contact the NM Genealogy Society in Albuquerque. You can get the address from the internet as for any of the other places I have mentioned. Hope this helps.