There are several candidates you should look at (depending where in NM you are):

- baby Sonoran Gophersnake
- baby Glossy Snake
- baby Great Plains Ratsnake
- Nightsnake (not a baby probably since these are small snakes)

All four of these species are common over most of the lowlands in NM.

Without a photo it will be tough to narrow it down.
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Chris Harrison
San Antonio, Texas