I think that you confused yourself with many things. First of all, nobody needs a US visa to go to Canada. If you are H-1B, you DO need a Canadian visa. And if your I-94 is valid, you can simply return to the US with your I-94.
As for New Mexico, when did it leave the United States of America? What I am saying is that New Mexico is one of the 50 states in the US, not another country. If you are going to Mexico, the same rules (as for Canada) apply.
As for New Mexico, when did it leave the United States of America? What I am saying is that New Mexico is one of the 50 states in the US, not another country. If you are going to Mexico, the same rules (as for Canada) apply.