N.M. Stat. § 32A-1-9

A. Proceedings in the court under the provisions of the Children's Code shall begin in the county where the child resides, or in the case of an eligible adult pursuant to the Fostering Connections Act, where the eligible adult resides. If delinquency is alleged, the proceeding may also be begun in the county where the act constituting the alleged delinquent act occurred or in the county in which the child is detained. Neglect, abuse, family in need of court-ordered services or mental health proceedings may also begin in the county where the child is present when the proceeding is commenced. A transfer may be made if the residence of the child or eligible adult changes or for other good cause.

B. In neglect, abuse, family in need of court-ordered services or adoption proceedings for the placement of an Indian child, the court shall, in the absence of good cause to the contrary, transfer the proceeding to the jurisdiction of the Indian child's tribe upon the petition of the Indian child's parent, the Indian child's guardian or the Indian child's tribe. The transfer shall be barred if there is an objection to the transfer by a parent of the Indian child or the Indian child's tribe.