TexasCHLforum.com

New Mexico is a one gun state. You can only conceal carry one gun on your person at any time.

Why turn your trip into an experiment in how nice cops in another state are towards people who pen carry? You can CC through New Mexico (no back-up though) and Arizona, but then you'll have to leave it in the hotel room when you get there. I wouldn't do it plain and simple. Why be the test case on your vacation/work trip? Can you imagine calling your boss or whomever you are there for and telling them you couldn't get whatever done because you were in jail? Even if it is bull and you didn't break any laws is mute once they found out you still decided to draw attention to yourself.

Maybe other opinions are different but I really think you should just not worry about it.