Who does one turn to to report crooked cops in New Mexico??

Answer 1

A police officer's taking of a bribe or otherwise abusing his or her office is a federal crime. If you have evidence of police corruption, call the FBI office.
FBI Albuquerque
4200 Luecking Park Ave. NE
Albuquerque, New Mexico 87107
albuquerque.fbi.gov
[phone]

Answer 2

I don't think it is possible to report crooked cops. You can't go to the police department. That would be stupid, as they'd probably end up charging you with something (resisting arrest, for example, which police departments are known to use all the time, even when such charges are clearly absurd).

Probably the best thing to do is to contact the local newspaper, if you have evidence. The media loves scandals. They increase newspaper sales, so the paper will have pretty good reasons to publish an expose showing a cop to be crooked. That would also require the cop to be fired, as any government's preference is to try to neutralize a scandal before it becomes too much of a problem for them.