Not every area in Santa Fe is on that list. The Santa Fe Country Club is in zip code 87507 which is right next to #2 - 87506, but not likely to be any more expensive than stuff in Albuquerque.
http://www.city-data.com/forum/new-m...zip-codes.html
The problem I have with it is that it is out on the mesa and removed from Santa Fe. You won't want to drive into Santa Fe very much (see Zoidberg's many unhappy comments on such driving).
You'll have beautiful views all around though. If golfing or tennis is your life and you are planning on becoming a member of the Club then ... never mind.