Correct. It depends on the state and even down to the game management units, etc. In CA, some units are very hard to draw and some are just about guaranteed to get drawn. Generally, the trophy units are hard to draw and the non-trophy areas easier to draw. Some other states have some areas where they sell what are called over-the-counter tags (you can buy a tag if you want). Do some internet research on the subject and you'll find lots of articles. Narrow the search to new Mexico and you'll find lots of state specific information. Just briefly checking on the internet, NM seems to allow year round hunting for mountain lions, coyotes and hogs. In CA, we can hunt coyotes and hogs year round but are not allowed to hunt lions at all. Dig a little deeper cause you seem to have some really good hunting opportunities in New Mexico. Good luck!