For 10 points, name this southwestern U.S. state with a capital at Santa Fe.
A large effigy called Zozobra is burned during an annual festival in this state's capital city. Virgin Galactic is headquartered at the Spaceport America near this state's town of Truth or Consequences. Archeological sites along this state's Trails of the Ancients Byway include Aztec Ruins National Monument and Chaco Cultural Historical Park, as well as the city of Farmington. This state's White Sands Missile Range was the site of the 1945 Trinity nuclear test. For 10 points, name this southwestern U.S. state with a capital at Santa Fe.
A large effigy called Zozobra is burned during an annual festival in this state's capital city.
New Mexico [accept Santa Fe or Fiestas de Santa Fe until "this state's"]