All three species of rosy finch occur in northern New Mexico. Flocks typically contain all three species and typically number 10-50 birds, though flocks of 100-500 are not uncommon and flocks of over 1000 have been encountered. An occasional Hepburn's can be found in medium to large sized flocks. Black Rosy Finch generally predominates with about 50% of the birds, followed by Gray-crowned and with Brown-capped usually being the least numerous. Single species flocks are typically Blacks. I know of no nest records for New Mexico and birds are typically found in the state starting in the second week of November with the last birds departing during the second week of April. There is one 1970 report of a small flock in mid May. Birds are usually found on the higher peaks and in the higher valleys and passes but can also be found foraging or wandering in the "lowlands" down to about 5000 ft. In my opinion, the best time to try for rosy finches is just after a major snow storm has passed through northern New Mexico. The birds are then driven to lower elevation feeders and bare areas to forage.
Rosy finches are recorded from San Juan, Rio Arriba, Los Alamos, Taos, Colfax, Mora, San Miguel, Santa Fe, and Bernalillo counties.
By far the most reliable location to find rosy finches in the 1990's was at the Kandahar Condominiums at Taos Ski Valley. The proprietor maintains several feeders near the office (and appreciates donations of or for seed). There are a couple of other feeders in the area (along Twining Street a little above the commercial area) where birds can occasionally also be seen.
A recent development is the deployment of feeders at Sandia Crest just east of Albuquerque in Bernalillo Co. People began to seed the crest parking lot in 2000 and a flock of 50-100 birds was present nearly continuously during the winter of 2001-2002. The propietor of the gift shop at the crest has a small feeder and the Forest Service has allowed the installation of another feeder in the middle parking lot. As of 2008, the feeders have been present and maintained for several years and a medium to large flock ov birds is annual, this has become the "cannonical" location for worldwide birders to get their rosy finches since it is only an hour's drive from a major international airport and the road is paved, maintained, and clear throughout the winter. Rio Grande Bird Research, Inc. conducts annual banding operations on weekends at the Crest House and have bnaded several hundred birds to date.
For the more adventerous or those who cannot get to Albuquerque or Taos:
The most reliable/likely areas known in San Juan County are around the dam (west sloping side of the dam proper) at Navajo Lake and along the road to the Angle Peak Recreation Area.
The most reliable/likely areas known in Taos Co. are at Taos Ski Valley discussed above, and at the Enchanted Forest Cross Country Ski Area at Bobcat Pass just east of Red River.
The best locations to look for birds in Colfax Co. are near Angle Fire Ski Resort and at Eagle Nest west of Cimmaron.
The most likely location in Los Alamos Co. is the Pajarito Ski Basin just west of the town of Los Alamos.
In San Miguel Co., birds are occasionally seen in the area of Storrie Lake just north of Las Vegas.
Other records are primarily from lower elevation open areas where wandering flocks are occasionally encountered.