For your Federal return, see the following for the mailing address:
https://www.irs.gov/filing/new-mexico-where-to-file-addresses-for-taxpayers-and-tax-professionals
For your State return:
Mail refund returns and returns without a payment attached to:
NM Taxation and Revenue Dept
PO Box 25122
Santa Fe, NM 87504-5122
Mail returns with a payment and voucher attached or payments and vouchers without a return to:
NM Taxation and Revenue Dept
PO Box 8390
Santa Fe, NM 87504-8390
