New Mexico had several POW camps. They housed not only German POWs but Japanese and Italian as well. The largest was just outside Roswell (so the later alleged UFO landing did not bring the first aliens to Roswell). Most of the prisoners worked on farms. Some even worked in Roswell itself.
POW Camps in New Mexico
The Iron Cross war memorial is in a park there.
Roswell German Iron Cross and POW/MIA Park - War Memorials HQ
Ironically the atomic bomb was being developed just a couple hundred miles away in Los Alamos. Its test occurred near Alamogordo, not very far from Roswell.