The NMDGF says there is no season and no bag limit and they live in the Magdalena mountains. However, there aren't a lot and they are very difficult to get to 10,000 to 11,000 feet. It's also only open to hunting January 1st through March 31st so snow and high wind would also be a consideration as well as no camping sites in the park. I could see how they could migrate to Laguna and Grants. It's straight north/northwest of there and there is NOTHING out there!!! I think it would be very cool, but I can't imagine how difficult or expensive! I checked on just guides there for an elk hunt that you draw the tag (just the guide fee) and it was between 5000 and 8000!