This page include New Mexico birds that are not necessarily closely related, but whose plumage is very dark to black. I'll indicate which families they belong to.
Crows and ravens are more closely related to jays than they are to the other black-feathered birds on this page.
American Crow (Corvus brachyrhynchos)
Raven (Corvus Corax)
This bold fellow hangs out in a parking lot and has trained tourists to throw it scraps of food. Ravens' "shaggy throats" help birders distinguish them from crows. In one of the pictures a breeze has stirred the throat feathers, making the throat's "shagginess" more evident.
Other Icterids include meadowlarks and New World orioles.
Brown-Headed Cowbird (Molothrus ater)
Great-Tailed Grackle (Quiscalus mexicanus)
It's difficult to get a picture of a male Great-Tailed Grackle that looks like anything besides a black outline. They are still recognizable due to their large, expanding tail. The females are brown, so show up better in photos, but have the same large tail.
Starling Family (Sturnidae)
European Starling (Sturnus vulgaris)