A buddy of mine Justin Mitchell showed me these sites. This is what is and isn't allowed in New Mexico. Class I is allowed to be imported without permits or anything, and it goes on to tell you about Class II through IV. Anything not on these lists are Class IV because they don't know what it is:
http://www.wildlife.state.nm.us/apps...UGUST32010.pdf
http://www.wildlife.state.nm.us/apps...d%20Animal.pdf