For your federal taxes - use this link to find the address. It will depend on whether or not you are including payment or not.
For your New Mexico state tax return, mail to:
New Mexico Tax and Revenue Department
P.O. Box 25122
Santa Fe, NM 87504-5122
Payments, including estimated payments, should be mailed to:
New Mexico Taxation and Revenue Department
P.O. Box 8390
Santa Fe, NM 87504-8390
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