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Mexico in its original sense is the homeland of the Mexica (Aztec) people and its principal city. The sense of the name broadened, presumably as people in the metropole spoke broadly about it, and then contracted as marginal regions left its orbit.

New Mexico is an administrative region established in 1581 with a name implying apartness from Mexico. For two centuries it was part of the Viceroyalty of New Spain, often informally called "Mexico" after its capital city. Upon independence in 1821, the part name became the whole and New Mexicans found themselves living within their homeland's own namesake.

At independence, did the New Mexicans -- people in the society called New Mexico -- already regard themselves as Mexican, or did they have to get used to the idea?

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    Which New Mexicans? I imagine a good many went right on thinking of themselves as Apache, Navaho, Pueblo, &c. – jamesqf Aug 2 '18 at 17:13
  • Did some research, and @jamesqf is on the right track here. The residents of the territory weren't exactly a monolith in 1821. There were even cultural identity issues within the colonist communities. – T.E.D. Aug 3 '18 at 11:19
  • Good point @jamesqf. By "New Mexicans" I meant the people in the society called New Mexico. – Aaron Brick Aug 4 '18 at 5:04
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You are conflating the concepts of Nation and Country.

Nation
a large aggregate of people united by common descent, history, culture, or language, inhabiting a particular country or territory.

Country
a ... territory considered as an organized political community under one government.

Nationalism - the concept that the populace of a country is best composed of a singe nation - only arises in the several decades following the French Revolution. Prior to that time the sovereign states for most of the world are alternately only part of a nation, as in the fragmented Italian and German principalities, or are empires comprising many diverse nations such as the Austrian, Ottoman, and British.

In this pre-nationalism era, the community that commanded a citizen's loyalty is exclusively comprised of the state from which citizenship is held.

For the period of your interest (mid-19th century American South West) a transition is still occurring into nationalism. Consequently there would have been no consensus, but rather a variance of opinion between whether loyalty was due to each individual's nation or to the state currently exercising government authority. As a complication, there were numerous Amerindian nations residing in the territory as well as both U.S. settlers moving west and more established Spanish/Mexican settlers. All of these peoples would have had different expectations of who, or what, their state loyalty was owed.

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    When Mexico got its Independance in 1821, nationalist ideas had already crossed the Atlantic Ocean - I haven't searched how widespread they were in New Spain / Mexico , but AFAIU that is what the question is about and we cannot dismiss it for anachronism without specific research. – Evargalo Aug 6 '18 at 9:47

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