N.M. Stat. § 44-1-11

If the person upon whom such writ is duly served refuses or neglects to obey the same, by producing the party named in such writ, and making a full and explicit return to every such writ within the time required by the provisions of this chapter, and no sufficient excuse is shown for such refusal or neglect, the officer before whom such writ is returnable, upon due proof of the service thereof, shall forthwith issue an attachment against such person, directed to the sheriff of any county in this state, and commanding him forthwith to apprehend such person and to bring him immediately before such officer, and on such person being so brought he shall be committed to close custody in the jail of the county in which such officer is, until he makes return to such writ and complies with any order that may be made by such officer in relation to the person for whose relief such writ was issued.