If the bill is a solid color (looks to be in photo, but can't tell for sure) then I doubt it's a hen. Looks a lot like a Mexican Duck, which are fairly common in NM. Mexican ducks do have the white bars above and below the speculum (which is usually a little more violet colored than mallards). They aren't as dark as a Black Duck, but definitely darker than mallard hens. Hybrids are common, and are somewhere in between in coloration, but that one looks like a pure Mexican duck to me. Hybrids will usually have some green in the head, and a bit of a dark rump. I'll see if I can find some pics, but you can do a search on internet and find some ducks that look very similar to your pic.
We get a lot of our mallards from MT, so it would be easy to see how a few Mexican ducks might fly back north with them.
Just BTW, a little variety is nice but I never get tired of shooting mallards!
I completely forgot to consider this as an option. And based on the photo that is what it appears to be. We had one shot near Lovell, WY this year as well.
