Name one state that borders Mexico.

New Mexico is indeed one of the states that borders Mexico. It shares a lengthy border of about 180 miles with the Mexican states of Chihuahua and Sonora. This geographic distinction is significant because it positions New Mexico as a key part of the southwestern United States, known for its cultural and historical ties to Mexico.

In contrast, the other states listed do not share a border with Mexico. Arizona also shares a border with Mexico, but it is not the chosen answer. Oregon and Ohio are located much further north and east, respectively, and do not have any geographic connection to Mexico. Understanding these borders is important for grasping the U.S.-Mexico relationship in terms of trade, immigration, and cultural exchange.