The UNM Center for Southwest Research has a number of documents stored in its archives. It publishes on the web finding guides that describe the contents of collections within their archives. I recently found a handy website that categorizes some of these collections: Political Papers of New Mexico at the CSWR.
Click on this link, and you will find tabs to categories such as "U.S. Senators", "U.S. Representatives", "N.M. Governors", "American Indian Officials", "Political Organizations" and more. There is also a link to the online version of the 2007/2008 New Mexico Blue Book.
You may also find contact information on the home page, so that you may find out how to access these collections.
Much more can be found on the LibGuides Home (including Land Grants in New Mexico!)