N.M. Stat. § 70-2-9
Failure or refusal to comply with subpoena; refusal to
testify; body attachment; contempt.
In case of failure or refusal on the part of any person to comply with any subpoena
issued by said commission or any member thereof, or the director of the division or his
authorized representative, or on the refusal of any witness to testify or answer as to any
matters regarding which he may be lawfully interrogated, any district court in this state,
or any judge thereof, on application of said commission or division, may issue an
attachment for such person and compel him to comply with such subpoena and to
attend before the commission or division and produce such documents and give his
testimony upon such matters as may be lawfully required, and such court or judge shall
have the power to punish for contempt as in case of disobedience of a like subpoena
issued by or from such court, or a refusal to testify therein.