The Santa Fe Library has some good lists.
- New Mexico Mysteries: http://www.santafelibrary.org/nmmystery.html
- New Mexico Readers' Choices: http://www.santafelibrary.org/swshelf.html
- Recent Southwest Fiction: http://www.santafelibrary.org/newsw1.html. This list contains both adult and children’s fiction recently added to the collection at the Santa Fe Library.
- New Mexico Fiction: http://www.santafelibrary.org/nmfict.html (last updated in 2004, so this list is getting old but is still useful).
From the Moby Dickens Bookshop in Taos comes A Selected, Annotated Bibliography of Books About Taos and New Mexico: Works of Fiction, prepared by Arthur J. Bachrach. http://www.mobydickens.com/selbiblio2.html#anchor568710. This is a charmingly personal list, with comments that make you want to drop into the bookshop and talk books with the people there. If you scroll down you will also see the list The Major Writers of Mysteries Set in New Mexico.