Mr. Morell is right about carrying in your vehicle. I've copied and pasted the statute.
30-7-2. Unlawful carrying of a deadly weapon.
A. Unlawful carrying of a deadly weapon consists of carrying a concealed loaded firearm or any other type of deadly weapon anywhere, except in the following cases:
(1) in the person's residence or on real property belonging to him as owner, lessee, tenant or licensee;
(2) in a private automobile or other private means of conveyance, for lawful protection of the person's or another's person or property;
(3) by a peace officer in accordance with the policies of his law enforcement agency who is certified pursuant to the Law Enforcement Training Act [29-7-1 NMSA 1978];
(4) by a peace officer in accordance with the policies of his law enforcement agency who is employed on a temporary basis by that agency and who has successfully completed a course of firearms instruction prescribed by the New Mexico law enforcement academy or provided by a certified firearms instructor who is employed on a permanent basis by a law enforcement agency; or
(5) by a person in possession of a valid concealed handgun license issued to him by the department of public safety pursuant to the provisions of the Concealed Handgun Carry Act [29-19-1 NMSA 1978].
B. Nothing in this section shall be construed to prevent the carrying of any unloaded firearm.
C. Whoever commits unlawful carrying of a deadly weapon is guilty of a petty misdemeanor.
History: 1953 Comp., § 40A-7-2, enacted by Laws 1963, ch. 303, § 7-2; 1975, ch. 134, § 1; 1985, ch. 174, § 1; 2001, ch. 219, § 13.