A map showing unemployment rates by state for August 2016 can be seen below. New Mexico’s 6.6 percent rate is 2nd-highest in the nation (only Alaska’s is higher). The list from BLS can be found here.
Because of their economic similarities and the fact that West Virginia has embraced free market reforms like “right to work” and repeal of the State’s “prevailing wage” law, the Rio Grande Foundation has been tracking unemployment in West Virginia as compared to New Mexico (below). The gap between New Mexico with its rising unemployment rate and West Virginia where the rate is trending downward is stark: