New Mexico is not among the safest state in the nation. According to the research conducted by SafeWise.com, there are about 4 out of 10 residents in the state who worry about their everyday safety in the state. And only 3 out of 10 people are such who feel safe calling New Mexico their home. Albuquerque, Carlsbad, and Farmington are some of the safest places in the state.