Legal Question in Technology Law in New Mexico

It depends. If it is done in public, and not for commercial purposes, then it is legal. A citizen has no expectation of privacy out and about under the current state of the law.

If the video is used for an improper or commercial purpose, it is not legal. If you suspect such is happening, report it to law enforcement. You don't need to file formal charges, but a report could be helpful later on.