N.M. Stat. § 31-2-1
[Officer of another state entering this state in fresh pursuit;
power to arrest and hold fugitive.]
Any member of a duly organized state, county or municipal peace unit of another
state of the United States who enters this state in fresh pursuit, and continues within this
state in such fresh pursuit, of a person in order to arrest him on the ground that he is
believed to have committed a felony in such other state, shall have the same authority
to arrest and hold such person in custody, as has any member of any duly organized
state, county or municipal peace unit of this state, to arrest and hold in custody a person
on the ground that he is believed to have committed a felony in this state.