Funny, we also moved from NM to TN, right on the cusp of the full-year/part-year residency date 🙂 Our situation was complicated by the fact that one of us went back to the state a couple weeks for consulting. So we had to file as one part-year resident, and one full-year resident. If you leave (left!) before July 4, then you are both part-years.
Yes, you have to figure out how to apportion everything. The good news is that once you are out of state, only the income you received while NM residents is taxed. Especially, pensions received after you move are only taxable in your new state, by federal law. The possibly-bad news is that during that first year, as partial-year residents, you only get "credit" in NM for income that is taxed the same way in both states. Since TN hardly taxes anything, we ended up paying extra taxes to NM - but that may have been because of our split situation.
Oh, and my experience is that TurboTax can't handle NM correctly even when it's easy. Hope things worked out better for you.
