Out of state 1099 Income

I am a pastor of a church.  In addition to my church income, I sometimes preach at other churches or conferences.  I have typically filed income from the extra speaking engagements as self employed income under the business name Preaching.  

I am a full time resident of Oklahoma.  One of me engagements this year was in New Mexico.  I entered my 1099 information into Turbo Tax for my federal and Oklahoma returns.  It looks like Turbo Tax is wanting me to file a return for New Mexico.  As I recall, I've never had to do that before.  Do I need to file a New Mexico return?  The amount earned was $1000.