NM perspective: Border crossing at Anthony - immediate cattle feed lots, huge freeway, and then the pile of cookie-cutter houses that is El Paso.
North into Colorado: Seems pretty much like NM, but the food gets blander and more expensive as you enter Boebert's district. Denver is ok, but it's like Los Angeles at a little higher altitude. If Denver had a culture, it probably died in traffic.
East into Oklahoma/Texas: There's like... nothing there. For miles. It's really pretty, actually, but don't get a flat tire.
West into Arizona from Gallup: It's like a portal into the 1950s, all abandoned route 66 stuff and super offensive 1950s native american stuff.
Culturally, I'd say most of the 4 corners zone is pretty similar "southwest", though Texas is really obsessed with big box stores and Arizona is a bit obsessed with unmarked police cars. Colorado culturally is as bland as their chiles :D
The biggest cultural shift is traveling through the res lands between NM/AZ where you can actually go to grocery stores with local language signage.