Here in New Mexico there are many places you cannot take photos. Others require a fee be paid. Indian reservations come to mind. The one close to my house requires a fee be paid to the Govenor's office. The fee varies depending on who you are and what you want to do. They do not allow any photos of the church, plaza, or their dances. They have a heard of buffalo though, that you may photograph without a permit or fee. The next pueblo up the road prohibits all photography, as does the next one. There is one west of here that charges a daily fee but allows no tripods. My only advice on indian land is to call the Governor's office before you go. These reservations have lots of cops nowadays, thanks to casino money. Having the permit in hand will avoid lots of trouble. Someday I shall try to make a list of all the tribes in the state and their photo laws. You have to be very respectful of them or they get offended.
Other than that, the usual restrictions apply, like no photos in shopping malls, stores, etc. The federal courthouse downtown has a bunch of goons who harass people on the sidewalk. Over by the base they get upset about taking photos near the fence. There are no Albuquerque city ordinances banning photography. The cops there sometimes harass people, just for fun I think. There may be restrictions in Los Alamos County, but I don't go up there so am not sure. They have installed inspection stations up there (like the border) and it is hurting their tourism. Santa Fe has some sort of commercial permit but I don't know how it's enforced.