Clothes only make so much sense out of context – so this is the land of historical context. Or, for an immersive experience, watching the first series (season) of Downton Abbey provides a crash course in all things 1912 (albeit of a British persuasion). Here are some interesting links for a bit of background information on the period, particularly in regards to New Mexico:
Timelines of New Mexico and world history, before and after NM statehood in 1912, at the website of the Historical Society of New Mexico.
Illustrated history of New Mexico (1912) by Benjamin Maurice Read, a digitized primary source book, available free for download at the Internet Archive.
Representative New Mexicans : the national newspaper reference book of the new state containing photographs and biographies of over four hundred men residents of New Mexico (1912), a digitized primary source book, available free for download at the Internet Archive.