Sangre de Cristo Mountains
They are located in southern Colorado and northern New Mexico in the United States . 
<triplet> Colorado <subj> New Mexico <obj> shares border with <subj> United States <obj> country <triplet> New Mexico <subj> Colorado <obj> shares border with <subj> United States <obj> country <triplet> United States <subj> Colorado <obj> contains administrative territorial entity <subj> New Mexico <obj> contains administrative territorial entity