Vietnam memorial near Angelfire, Fort Union near Wagon Mound, and possibly some of the old railroad facilities near Raton, NM. The eastern plains of NM are wide open, rather barren, and devoid of interesting sites. Cimarron, NM just to the south of Raton on US 64 has the old hotel that has a lot of western history associated with it. You might be able to get some interior shots (and a good lunch) there. There are a few old western ranching locations in and near Springer and of course the hotel and train depot in Las Vegas. On the north side of Las Vegas there is the "castle" of the World College that was started by Armand Hammer.
To get to most of these scenic locations you have to cross the eastern plains and move into at least the foothills of the Sangre de Christo Mtns. about 1/3 of the way across the state from the Texas/OK line. Post your photos!