Here is the website for NM and a phone number where you can call and find out the status of your return.
http://www.tax.newmexico.gov/Individuals/individuals-where-is-my-refund.aspx
(866) 285-2996.
Here is the website and phone number for Colorado.
https://www.colorado.gov/pacific/revenue/contact-us-23303-205-8411
