From the Colin Woodard book American Nations: A History of the Eleven Rival Regional Cultures of North America, we see that that New Mexico is a divided between four different "nations". Before you start thinking that we are all "diverse" and therefore cosmopolitan, I consider that untrue. We can be nice to everybody, but I think each particular "nation" pretty much stays amongst themselves. I mean the difference between Tucumcari (red, Greater Appalachia) with its straight and wide streets with caucasian names, and Santa Rosa (grey, El Norte) with its wavy and narrow streets with hispanic names, all of only sixty miles apart, is so stark that you would think you just drove to a different continent. You can even see the dividing line between Spain and America right through the middle of Las Vegas, which had distinct Spanish and American development phases and two seperate school districts. Seriously, you can draw physical lines between the current cultures in the state and still they remain very relevant and largely still seperate today in attitude and preference. Only in state-level politics do the cultures choose to find any proximity, albeit forced, with each other.
If you go to northern New Mexico and call a somewhat pale skinned person with a "hispanic" surname a "Mexican", you might get a hard lesson in cultural differences if you don't just get your teeth knocked out. These are the descendents of Spaniards who colonized Santa Fe De Nuevo Mexico before Mexico was anything more than another province of New Spain and are of a much higher caste than the darker-skinned and mixed-blood "mestizos" that the uninformed mean when they say "Mexican". If you insist on being ignorant, at least avoid being offensive.
A cowboy, an Indian, a Mexican, and a Spaniard walked into a Santa Fe bar, noticed each other, and quickly left to find bars that better catered to their own kind. This is called peaceful "coexistance".It isn't very funny, but it is remains quite true. I also think this is a good thing - you shouldn't have to conform your culture or living to another people just because some mapmaker drew you into one arbitrary state.