All the people who answered this are dumb, even the one who said the thing about Cortes; he was quite correct but he did NOT answered why New Mexico was called like that. New Mexico back in the Aztec days had nothing to do with Mexico nor USA, it was a native land full of APACHES not AZTECS (the aztecs were only in the center of Mexico). After several years the NEW SPAIN was colonized (what is actually now Mexico), they started to colonize north of the Rio Grande as well, calling the places such as New Mexico (what is now Arizona, New Mexico, Utah, part of the Nevada), Texas, and California (California was California obviously, part of Nevada, Sonora, Baja California (North & South)). After Mexico the country itself got independent from Spain, the Texan war started, and few years later Mexico sold all the northern places (but Sonora, Baja, and a piece of Arizona & New Mexico), to the USA, then USA divided California and New Mexico into new states such as Arizona, New Mexico, etc. and then Mexico sold them the missing part of Arizona and New Mexico to them, and now you got what it is called now the sun belt in USA (which is actually still part of Mexico, people won't care about if it is either controlled by USA or not, mexicans still feel these places are their home and they are right, a government can't take them away what their lands were). And it is called New Mexico just because USA wanted to kept the name of these territories in one state.