N.M. Stat. § 70-4-8
Enforcement of lien.
The liens herein created may be enforced by proper action in the district court in the
county in which the property is situate to which the lien attaches, provided that if the
property to which the lien attaches is situate in more than one county the action may be
brought in any county where a part of the property is situate. If the lien is foreclosed
there shall be no redemption, and the sheriff or other officer shall make a formal
conveyance of the property sold under foreclosure to the purchaser as provided by law.