We're at Level 3. E-memo from the New Mexico Department of Homeland Security & Emergency Management:

From: "Mathiasen, Donald, DHSEM"
Date: Tue, 28 Apr 2009 07:45:16 -0600
Subject: Swine Flu (H1N1) Update for Local Emergency Managers

27APR2009
1900

NM DHSEM continues to maintain communication with the NM Department of Health, NM National Guard, FEMA Region VI, and our neighboring southwest border states for coordination, information sharing, and situational awareness purposes.
No cases of the Swine Flu (H1N1) have been confirmed in New Mexico.
There are currently no travel restrictions or closures in New Mexico.
The New Mexico State Emergency Operations Center remains at a Level 3 (Monitoring) Activation.
As a reminder, if you activate your local EOC (for Swine Flu operations or any other reason) please notify the NM DHSEM Duty Officer (505-476-9635) as soon as possible.

The NM DOH has established two hotlines to field questions related to the Swine Flu (H1N1):
877-725-2552
866-850-5893

What is Level 3? According to the state's All Hazard Emergency Operations Plan, it's the lowest level they've got:

Level 3 (Monitoring Level) – Triggered by weather advisories, security advisories, possible impending events, and significant local, national, and international events. Activities include situation analysis, alert/notification, resource coordination, and may include warning, public information and other emergency functions.