N.M. Stat. § 45-3-102
Necessity of order of probate for will.
Except as provided in Sections 45-3-1201, 45-3-1205 and 45-3-1301 NMSA 1978, to
be effective to prove the transfer of any property or to nominate a personal
representative, a will must be declared to be valid by an order of informal probate by the
probate court or an adjudication of probate by the district court.