N.M. Stat. § 42-6-16
[State exempt from payment of costs or money judgment.]
No judgment for costs or other money judgment shall be rendered against the state
in any suit or proceeding which may be instituted under the provisions of this act [42-6-
12 to 42-6-16 NMSA 1978]. Nor shall the state be or become liable for the payment of
the costs of any such suit or proceeding or any part thereof.