N.M. Stat. § 29-2-28
Provide concurrent jurisdiction of state property and
grounds.
The New Mexico state police shall have concurrent jurisdiction for the protection of
all public buildings, grounds and property of the state government, its agencies,
instrumentalities and institutions, including but not limited to the state capitol and the
state capitol complex. Such concurrent jurisdiction shall include the exercise of
supervisory authority over any other security forces employed on such property by the
agency, instrumentality or institution, at the option or election of the chief of the New
Mexico state police.