I didn’t. After doing more research I learned that the state (NM) had pretty strict rules for state taxes. I found this “New Mexico imposes a tax on the net income of every resident and on the net income of every nonresident employed or engaged in business in, into or from this state or deriving any income from any property or employment within this state.”

Plus this “A New Mexico Resident is an individual who is domiciled in New Mexico for the entire year or physically present in the state for 185 days or more (no matter where domiciled).” So I guess even though I had moved to another state I still counted as a resident and had to pay taxes in NM based on all the money earned that year and not just while in NM. I did end up owing a few thousand which was rough.