There was an incident in December, 2015, where Martinez attended a party at a hotel where police were called because of some rowdy behavior. Some law enforcement officer described Martinez as "inebriated", which she denied, but the publicity was negative.
She's not hopelessly under water, and could POSSIBLY be elected statewide in New Mexico still, but it would require the Democrat to be a really lame candidate.
Not endorsing Trump was a big misstep. Had she endorsed Trump, she could have been one of Trump's leading Hispanic spokespersons, and gained real influence. I'm also not sure that would have hurt in New Mexico quite as much as folks think it would.
New Mexico has always suffered in comparison to Arizona. Arizona is growing, vibrant, and thriving. New Mexico is not. Albequerque is not Phoenix. That's not Martinez's fault, but, as others have pointed out, she hasn't really moved the needle.
Arizona has the benefit of being a convenient place for Californians to relocate/retire/go to college and having a pipeline of people coming from there.
New Mexico does not occupy a comparable position for people in Texas.
