Immigrants to Mexican New Mexico

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It appears that that geographic isolation was a fairly effective barrier, and I find little mention of foreigners living in the New Mexico region.

A couple that are mentioned are noted in The Works of Hubert Howe Bancroft: History of Arizona and New Mexico. 1889

In 1804 William Morrison of Kaskaskia despatching the creole trader Baptiste Lalande up the Platte instructed him to carry his goods to Santa Fé with a view to test the commercial prospects in that direction Obeying his instructions Lalande succeeded in being arrested by the Spaniards and carried to the capital The New Mexicans liked the goods and Baptiste liked the country so well that he resolved to settle there and even omitted the formality of accounting to Morrison for the consignment. In 1805 James Pursley a Kentuckian who left St Louis three years before after many adventures among the Indians was sent by the latter to negotiate for Spanish trade and after succeeding in this mission he also settled at Santa F é working as a carpenter

Another foreigner is mentioned in relation to Zebulon Pikes mission into the region:

Baptiste Lalande and another Frenchman tried to gain Pike's confidence but were regarded by him as spies. Solomon Colly one of the Nolan party was living in New Mexico and served as interpreter.

Spain was more likely to arrest foreigners who did manage to cross the unwelcoming wilderness separating New Mexico from the rest of the (non-Spanish) world.

Moved by Pike's account of the New Mexican country and entertaining an idea perhaps that Hidalgo's revolution had removed the old restrictions on trade Robert McKnight with a party of nine or ten crossed the plains in 1812 and reached Santa Fé The result was that their goods were confiscated and they were arrested being held in Chihuahua and Durango as prisoners until 1822 when they were released by Iturbide's order.

The short period between Mexican independance (1821-2) and the Treaty of Guadalupe Hidalgo(1848) did provide a loosening of the Spanish restrictions on trade, and again Bancroft mentions a few trading attempts in this time:

With the independence of 1821-2 the Santa Fé trade proper -legitimate but for some liberties taken with Mexican custom-house regulations and unobstructed except by difficulties and dangers of the journey across the plains, may be said to have begun and it will be a prominent topic of later annals. Captains Glenn, Becknell, and Stephen Cooper were the men who in 1821-2 visited Sante Fé with small parties making large profits on the limited quantities of goods they succeeded in bringing to market and laying the foundations of future success. About these earliest trips we have but little information except that the traders uncertain as to the best route endured terrible sufferings from thirst Becknell made two trips Major Cooper still lives in California as I Write in 1886 and from Joel P Walker one of his companions I have an original narrative of their adventures

This notes (emphasis mine) the difficulties on reaching this area. This is much different than the relative ease of reaching the shores of California in a ship loaded with trade goods. I think this geographic isolation, as you mentioned in your question, severely limited the exposure of this region to foreigners and their influences.

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