This brings up another important travel tip -- which is not specific to NM. Wherever you are don't make yourself conspicuous -- especially your "valuables". And that's not just camera gear. It can be camping gear -- or even what you are driving. Lots of places from airports in cities to National Parks in the boonies have signs saying "DON'T LEAVE VALUABLES IN YOUR CAR", etc. My 30-year-old, rusty clunker lets everyone know -- "There ain't nothin' in that jalopy".
Several years ago, a professor from the University of Colorado was driving down to Guadalajara -- as he had done many time -- to do some research. He was alone, and stopped at a gas station to fill up. He made the mistake of pulling out a wad of bills to pay. His body was found a few days later. I doubt a gun would have made any difference.
Don't make yourself a target -- wherever yo are.
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