A somewhat bizarre difference between AZ and NM

[Vosem]

How come, in NM, (in general) the further north you go the more Democratic the state becomes, while in AZ (in general) the further south you go the more Democratic the state becomes? I was looking at a map of congressional districts and realized this; the correlation is weaker but still exists with counties.

What's the explanation?

[Vosem]

OK; looking at another map, I seem to realize that the New Mexico-Old Mexico border is rather short, but where it is is there's also a Democratic region; and that there's a historic Hispanic community in northern New Mexico. I think I got it.

I can get you more maps if you like! 

Yes, please!