He's referring to Trinidad, CO, just across the State line:
https://en.wikipedia.org/wiki/Trinidad,_Colorado#.22Sex_Change_Capital_of_the_World.22
As others have said, New Mexico is a unique and peculiar place. The landscape and the sometimes combustible intersection of white, Hisapanic and Native American cultures are just not found anywhere else.
You have Albuquerque metro at ~600,000, Santa Fe an hour north with 80,000, Las Cruces with nearly 100,000 and after that all you have is small towns. You really need to spend extended time to see if it is for you. Really do check out any place you're considering on City Data Forums (just Google the city you;re looking at).
Albuquerque and Santa Fe are pretty much the only parts of NM known outside the State. Many if not most of your other options are pure desert: dusty, windy, dry and unattractive. Socorro is an exception, Silver City, at the foot of the gigantic Gila wildnerness, is a huge exception, with the best hiking and biking I know of anywhere (it puts my home state of Colorado to shame - seriously) but it is a very small town (under 10,000) and you have to be able to handle the extreme remoteness (3+ hours to Tucson, 4.5 to Albuquerque, 5.5 to Phoenix). The weather in Silver is about as good as it gets in the non-coastal lower 48 and there's an amazing amount of arts and culture for a town its size, but regarding the vibe and access I'll just share two bumper stickers:
"Silver City: Where Old Hippies Go To ....."
"Everyting You Need is in Silver. Everything you want is in Tucson."
Have fun exploring.