The park is called Valles Caldera National Preserve and it it located in the Jemez Mountains nearcasino pendelton oregon GAMING THECASINOGUIDE ONLINEPLAYERS FREEROLL Our compiled list of the best casino and gaming establishments in New Mexico will help you to reach the right decision, but first, we urge you to take a look at the brief history of gambling within this state. Important NM Notes No current legislation regarding legalized online poker in NM Commercial casinos are not allowed in New Mexico New Mexico doesn’t appear to be moving forward with any online gambling expansion anytime. In New Mexico, Native American tribes are at the center of the gaming universe. Tribal casinos are the biggest players, overshadowing smaller horse racing and lottery operations. Indian Gaming Dominates Landscape. New Mexico ’s modern gambling industry was born in , when parimutuel.