New Mexico is not a swing state this year; Arizona is. In a good year for a Republican nominee, New Mexico is a swing state and Arizona isn't.
Not anymore. After this election, the GOP will be even worse off with Hispanics, and by 2020 New Mexico will have even less white people than it does this year. Republicans performance among Hispanics is simply too terrible at this point to be able to win that state short of anything but a mini-landslide win
(55%+ I would guess), or perhaps more.
Arizona is primarily an option this cycle because the Republican candidate is set to perform exceptionally bad with the fastest growing demographic in Arizona. So bad that his candidacy is highly likely to heavily drive up turnout among that traditionally low-turnout group. It would take a really terrible Democrat and decent Republican opponent to put NM in play in the future, imo.