The New Mexico State Library has a developing project for preserving born-digital State documents. As they say, "Many New Mexico state agency publications are published on the Internet. These publications are online for a short while only and then disappear from public view. It is the New Mexico State Library’s job as head of the State Depository Library System to preserve New Mexico’s history through the acquisition and preservation of our government publications- both in paper and in electronic format."
The growing number of documents are available in the State Library's catalog. If you go looking online for a state document and it seems to have disappeared from its origial URL, it might be worth checking in the State Library catalog.