New Mexico Territorial Laws and Treaties NM TERR LAWS KEARNY CODE ADMIN § 3

Letters testamentary and of administration shall be granted in the county in which the mansion house or place of abode of the deceased is situated. If he had no mansion house or place of abode at the time of his death, and be possessed of lands, letters shall be granted in the county in which the lands or a part thereof lies.

If the deceased had no mansion house or place of abode, and was not possessed of lands, letters may be granted in the county in which he died or where the greater part of his estate may be; if he died out of the territory having no mansion house or place of abode or lands within this territory, letters may be granted in any county in which any personal estate of the deceased may be.