The arid territories of New Mexico are the last stop before the lands of Mexico. Between the vast cities of Southern Mexico and the kingdom of New Mexico is a wide and blistering desert where only the most daring and hardened nomads live. To the west is the even more blistering Death Valley. To the North are craggy Rocky Mountains. Because of this, New Mexico usually only has to death with the nomads of Texas.
Much activity happens on the Rio Grande, New Mexico's best access to the sea. It was very early on the state was able to reclaim most of the rest of the river, as western Texas is largely unpopulated. The early New Mexico Governor sought this pivotal crossroads of the continent, and for fifteen years battled with the herdsmen for control. After they claimed it, the great river was essentially theirs.
The other major irrigated river is the Gila, extending into the former Arizona. Because it's not as much as a trading crux, the communities are much smaller, and mostly sustience communities and mines. Many of the farmers are descended from American Indians who had access to the larger parts of the Gila, and were able to sustain agricultural communities while the cities on the Salt River withered away. Though the Gila residents live under an iron rule as all desert societies do, the disconnect from the Rio Grande, and the lack of perceived importants, allow the peasants to enjoy their own culture.
While all the desert nations enjoy herdsmen as vassals, New Mexico is the only one where half the population of shepherds. While the New Mexican tribes are not particularly feared, they are generally free to do what they wish, they are protected from molestation from enemy tribes.