There are definitely Morels and false Morels. I find them all the time (in Morel hunting terms). The most common edible that I find (in northern NM) is the King Bolete. Not my favorite but many people love them...
Check out this report site: http://www.morelmushroomhunting.net/...rch_report.cfm
and enter 'New Mexico' in the search box.
Mushrooms Demystified is not specific to New Mexico (or the Southwest for that matter) but every budding mushroom enthusiast should have it.