Here are a few links that might help with documents, maps and background:
New Mexico State Archives and Record Center (NMSRC), Santa Fe, contains descriptions of holdings, some digitized documents.
Office of the New Mexico State Historian - site has some background, images for NM historical topics.
Maps - historic NM maps, New Mexico Humanities Council maps online.
Maps - NEW MEXICO REGISTER OF HISTORIC PLACES
Maps - NATIONAL REGISTER OF HISTORIC PLACES (NPS, See information for NM).
Maps - Perry-Castañeda Library Map Collection - University of Texas at Austin.
Library of Congress, variety of digital materials for the history, culture and geography of the United States for teachers and researchers, some items for NM.
L of C section called Parallel Histories: Spain, the United States, thousands of archival pieces from the National Library of Spain and the L of C dating from 1492 - to early 1900s, bilingual, Spanish - English, some documents, maps, illustrations and short histories for NM and the Southwest. Other areas are Atlantic and Gulf coasts, the Caribbean, Florida, California, Alaska, Texas, Mexico, etc. Focus on exploration, contact, settlement, missions, etc., Spanish, English, Russians, Americans, Native America experience, etc. Included Columbus, Cabeza de Vaca, Villagra, Coronado, De Soto, Onate, Kino, Serra, Anza, Pueblo Revolt, Spain and the American Revolution, etc. Links to other related sites provided.
Also a section in the L of C for France in America, bilingual, English - French, French presence in America, interactions between the French and American peoples, early 16th to late 19th centuries.
Documentary Relations of the Southwest (DRSW), 1500s - 1820s, Arizona State Museum, Research Library, Tucson. This is a guide to, but not the documents themselves, selected Spanish documents for Arizona, NM, California, the U.S. Southwest, Sonora, Northern Mexico, drawn from the AGN - Provincias Internas, the SANM II, the Bejar Archives to 1790, the Parral Archives, and other European and Mexican archives. DRSW site provides several key links to other Spanish document databases for NM, Arizona, California, Texas, Mexico and Spain.
Cibola Project, directed by Jerry Craddock, at the University of California, Berkeley, publishes online studies analyzing documents about the Hispanic Southwest in the colonial era, such as Cabeza de Vaca, Chamuscado, Espejo, Onate and Acoma Pueblo, Zuni, Luis de Rosas, Nicolas de Ortiz, the Inquisition, Otermin, Vargas, Peralta, Ulibarri expedition to Quartelejo 1706, etc. For example search Google = Cibola Project Diego de Vargas.
Spain - Portal de Archivos Españoles - (PARES) for finding documents at various archives in Spain, citations, brief description of documents in archives, some documents are scanned there online.
Mexico - Archivo General de la Nacion, Mexico City - selected finding guides for the archive, some documents are scanned there online.