|Picture from Wikipedia|
Even stranger, though, is that New Mexico--the southern bit, anyway--is home to jaguars. They're extremely rare, but they are listed as a native species.
So, of all the interesting things that can kill you on your outdoor explorations--snakes, falling, etc.--fierce felines are also on the list. They're not common, though, because most of New Mexico is dry and desert-y, and jaguars prefer places with trees. So just watch out for the mountain lions and you'll be all set.