Oregon, Colorado, and Utah can not be done.
I got the green district less spread-out, at least:
Interesting and the range is smaller, too. Since the purple district gets more spread out, I wonder if compactness is better or worse.
That's actually quite similar to the 1980's map, for what it's worth.
I don't know what standards New Mexico used to redistrict in the 1980's, but there's definitely a precedent for a district stretching from the southwest across the southeast to the northeast.