Tanzania is about 3 times bigger than New Mexico.

New Mexico is approximately 314,310 sq km, while Tanzania is approximately 947,300 sq km, making Tanzania 201% larger than New Mexico. Meanwhile, the population of New Mexico is ~2.1 million people (61.8 million more people live in Tanzania).
Tip: This to-scale comparison of New Mexico vs. Tanzania uses the Mercator projection, which distorts the size of regions near the poles.