There actually quite a few. According to Bert Murphy in TRAILING LOUIS L'AMOUR IN NEW MEXICO the following novels with locations took place in New Mexico...KILLOE (The cattle trail was in Baja NM along the Pecos River to Delaware Creek to Guadalupe Pass the Hueco Tanks and finally Ft Bliss at current day El Paso, Tx)
CONAGHER (The stage line was in Baja NM near present day Socorro and Reserve NM)
FLINT (The Malpais near the RR tracks along route 40...McCarty's is still there, but don't blink. I stopped my bike to try to get my bearings and was looking right at it...only a couple of old building remain and a new school. The church at Acoma is still there and still beautiful, but I'm not sure it was mentioned.)
SHALAKO (takes place all around the square bootheel in the Sierra Rica)
THE DAYBREAKERS (around Alto/Mora NM)
RADIGAN (Sierra trail near Alto NM)
SHOWDOWN AT YELLOW BUTTE (near Alto NM)
There is also the novel where one of the Sacketts that rode the outlaw trail is east of Mora in a remote area...where he runs into some very strange and dangerous people that he leaves stranded because he knows they're going to try to kill him for his horse. It might be RIDE THE DARK TRAIL. Rabbit Ears mountain plays a part.