1. Billy the Kid's escape from jail: On July 5, 1881, infamous outlaw Billy the Kid managed to escape from the Lincoln County Jail in New Mexico. He killed two deputies in the process and became one of the most wanted men in the state.

2. The founding of Santa Fe: On July 5, 1610, Spanish conquistador Pedro de Peralta founded the city of Santa Fe, the oldest and highest capital city in the United States.

3. The Battle of Glorieta Pass: On March 26-28, 1862, Confederate and Union forces clashed in the Battle of Glorieta Pass, which is sometimes referred to as the "Gettysburg of the West." The Union army emerged victorious and prevented the Confederates from conquering the western territories.

4. Alien encounter in Roswell: On July 5, 1947, a rancher in Roswell, New Mexico, discovered some unusual debris on his property. The incident sparked rumors of a government cover-up and an alien encounter, although most researchers now believe it was likely a secret nuclear experiment.

5. Statehood anniversary: On January 6, 1912, New Mexico became the 47th state to join the United States. July 5 is celebrated as Statehood Day in New Mexico to mark the anniversary of this event.