Incorporating in New Mexico is relatively easy.  This article should give you resources to understand how the incorporation process works in New Mexico, and to use the legal forms from the New Mexico Secretary of State to incorporate in New Mexico.

New Mexico offers a comprehensive packet including instructions and the required forms to incorporate. The Domestic Profit Incorporation guide is available here. It includes Form D-STMNT (revised 07/03), Articles of Incorporation. The minimum filing fee for incorporating is $100. This is based on a $1 for each 1,000 shares calculation. The fees can be made by check or money order, made payable to New Mexico Public Regulation Commission. The New Mexico Public Relation Commission accepts both UPS/FedEx as well as US Postal Service. UPS & FedEx deliveries can be sent to: Public Regulation Commission, Corporations Bureau, P.E.R.A. Building, 1120 Paseo De Peralta, Santa Fe, NM 87501. US Postal Service deliveries can be sent to: Public Regulation Commission, Corporations Bureau, P.E.R.A. Building, P.O. Box 1269, Santa Fe, NM 87504-1269.

The First Corporate Report is due 30 days after the date the certificate of incorporation is issued. Afterwards, reports are due biennially.

There are many companies that offer the service of filing these articles on your behalf, such as FileOnline  or LegalZoom.