I’ve seen OC in multiple locations in NM but never in either Albuquerque or Santa Fe. I think OC in Santa Fe might draw more than a glance from the constabulary.
I open carried in Albuquerque, once, while exercising (a 4 mile run). I was on a business trip, and did not get hassled.
It was several years ago.
I do not remember openly carrying in Santa Fe...