The taxes related to the RV for Arizona won't have any influence on the New Mexico tax liability. Just be sure that you finalized your New Mexico return before starting to work on your Oregon return and you should be fine.
It also sounds like you have some mutual fund dividends related to interest on US Government securities. This interest is Federally taxable and is generally tax-exempt at a state level - Oregon is one such state where this interest is exempt. If Fidelity provides you with information about the % of the dividends that are US Government interest, you can use that to determine the total dividends that will be exempt from state tax in Oregon.
To enter this information, you can go and edit (or add if you haven't entered the 1099-DIV yet) and once the $ amounts are entered and you click Continue, you'll get a screen "Do these uncommon situations apply?" - check the box for A portion of these dividends is US Government interest, then Continue. The next screen will allow you to enter the $ amount of the dividends that are US Government interest. This amount of US Government interest will show up on OR-ASC with a code of 315 and the dollar amount of interest to the right of it in Section B Subtractions. This amount gets carried to Oregon Form 40 line 13 and will be subtracted from your Oregon taxable income.
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