New Mexico is around the same size as Oman.

Oman is approximately 309,500 sq km, while New Mexico is approximately 314,310 sq km, making New Mexico 2% larger than Oman. Meanwhile, the population of Oman is ~3.8 million people (1.7 million fewer people live in New Mexico).
Tip: This to-scale comparison of Oman vs. New Mexico uses the Mercator projection, which distorts the size of regions near the poles.