There are a number of books and videos in the CSWR and UNM Library related to the history of African Americans in NM and the Southwest.
Here are a few things:
African American History in New Mexico: Portraits from Five Hundred Years, book by Bruce A. Glasrud, at ZIM CSWR E185.93 N55 A34 2013. From colonial era to 1975. Also is an Ebook.
History of Hope: The African American Experience in New Mexico, book by Thomas Lark, Albuquerque Museum, 1996, at ZIM CSWR E185.93 N55 H57 1996.
Blackdom, by Charlie Smith, KNME, UNM, Albuquerque, Colores, video, 1997, copy of VHS at Africana Studies Dept. Library, on campus, listed y title.
Forgotten Spaces and Resident Places: New Mexico Black Towns & Communities (1897-1930) by Flora L. Price, a UNM PhD Dissertation, 2003, at ZIM CSWR LD3783 A54 2003 P75.
The Immigrant Experience in Albuquerque, 1880-1920, by Judith Boyce DeMark, a UNM PhD Dissertation, 1984, at ZIM CSWR LD3783, H57 1984 D46. Includes data on African Americans.
Find them via the University Library home page - use Worldcat to search for them.
The main subject term for books, videos, etc. is = African Americans New Mexico History
You can limit your search to UNM Libraries or switch to other locations.
On the left side bar is a list of formats - such as books, ebooks, newspapers, videos, dissertations, etc. so you can select what you need.
You could even check for articles here, but the other methods given in this guide might be easier.