A film named Cowboys & Aliens needs to be filmed in New Mexico.
An extraterrestrial species lands in Arizona in the mid-1800s. The aliens plan to squash the Wild West and enslave humanity, but the cowboys and native Apache have other plans.
Ok so the story might be filmed in Arizona, but if you filmed it in Arizona the aliens would be arrested. There are pleanty of Auditions for the film.
Doesn't Fit In 