A large statewide historical database involving livestock numbers, vegetation cover, precipitation, air temperature, and drought frequency and severity allowed us to explore relationships between climate and rangeland livestock grazing levels and livestock productivity from 1920 to 2017. Trends in vegetation cover and livestock grazing levels from 1984 to 2017 were also explored. Our climate time series was divided into two periods, 1920–1975 and 1976–2017, based on an apparent accelerated increase in mean annual air temperatures that began in the mid-1970s. Both mean annual precipitation (MAP) and mean annual air temperature (MAT) differed (P ≤ 0.05) between the two periods. MAP and MAT were 9.6% and 3.4% higher in period 2 compared with period 1, respectively. From the 1920s to 2010s the livestock grazing level and weaned calf numbers fell 30% and 40%, respectively, despite a significant increase in MAP. Long-term declines in livestock grazing levels and in weaned calf numbers were significantly (P ≤ 0.05) correlated with increasing MAT (r = –0.34 and r = –0.43, respectively). No long-term trends (1984–2017) in woody or perennial herbaceous cover were detected at the level of the entire state of New Mexico. Woody plant cover dynamics for New Mexico were not related to livestock grazing levels. However, at the county level we detected a 2% increase in woody plant cover coupled with a 9% decrease in cattle animal units between 2000 and 2002 and 2015 and 2017 for 19 select counties well distributed across New Mexico. Increases in woody plant cover varied greatly among counties and were higher for eastern than western New Mexico. Both global and New Mexico data show the climate warming trend is accelerating. Our findings have relevance to several other parts of the world because New Mexico occurs at midlatitude, has varied topography and climatic conditions, and several different range vegetation types.