During the Civil War, in New Mexico volunteers helped stop the Confederacy in the 1860's from expanding in the west with their defeat at Rowe Mesa in northern New Mexico.
In the 1870's a lady named Catherine McCarty and her two sons came to New Mexico. The sons' names were Joseph or Joe McCarty and William E. McCarty, aka Billy the Kid. I was able to track them down, and their birthplaces, through U.S. Census records. Billy became involved in the Lincoln County war when the cattle business was king. Billy became an infamous outlaw after he killed two deputies and escaped while waiting to be hanged.
Wyatt Earp and the OK Corral became legends in a few seconds of gunfire in a shoot-out there. This book includes a diagram showing the encounter.
Victorio and Geronimo wreaked havoc on both sides of the U.S. and Mexico border until a lead bullet ended Victorio's life and the sub-chief Geronimo surrendered at Skeleton Canyon.
Pancho Villa and General John Pershing were a lot more friends than enemies, especially around WWI.