Filmed in Albuquerque, but set in Texas?

I didn't see the whole movie on cable last night. I could tell that it was filmed in Albuquerque (I've lived there since 1993), but I kept hearing references to Texas. From Albuquerque, you have to drive either 215 miles east (I-40) or 250 miles south (I-25 / I-10).

The mountains in the background are obviously the Sandias, and the Sandia Casino and Resort is at the far north end of Albuquerque. And, you did see New Mexico license plates on the cars in this movie.

Did they have Albuquerque "playing" El Paso (the only Texas city that even vaguely resembles Albuquerque)? Or was it a fictitious Texas city? Or was it still being set in Albuquerque?