N.M. Stat. § 45-3-202
Appointment or testacy proceedings; conflicting claim of
domicile in another state.
If conflicting claims as to the domicile of a decedent are made in a formal testacy or
appointment proceeding commenced in New Mexico, and in a testacy or appointment
proceeding after notice pending at the same time in another state, the district court of
New Mexico must stay, dismiss or permit suitable amendment in, the proceeding here
unless it is determined that the local proceeding was commenced before the proceeding
elsewhere. The determination of domicile in the proceeding first commenced must be
accepted as determinative in the proceeding in New Mexico.