I don't see any reason to think there's anything structurally wrong with the way this poll was done, but the idea that Romney is winning over a fifth of Democrats, anywhere outside Appalachia, while Obama is still ahead among independents, is ridiculous.
This is a junk poll.
That said, if you believe CNN exit polls, and perhaps you should not, President George W. Bush came close to accomplishing your 'ridiculous' scenario in 2004 when he won the state's electoral votes. As stated in that exit poll, President George W. Bush won 15% of Democrats while losing independents.
2) Romney is not Bush
3) 2012 is not 2004
3 factual statements of course, which is why this is a junk poll. But that does not mean such a blanket statement is wise.
Romney, if we were to campaign in New Mexico, would attempt to acquire the votes of religious New Mexico Democrats by focusing on the issue of marriage.
I'm sure he would, but I'm not sure that would be wise, since Romney's core competency is talking about the economy and he's distinctly suffered from being drawn off that message in the past. He'd run into diminishing returns pretty quickly.
Romney simply isn't the sort of candidate to appeal to New Mexico. Bush distinctly was. Bush was also considerably more likable than Romney in general, and had the good fortune of facing two Democrats considerably less likable than Obama.
