A city in this state names a (*) "box" where winds near the ground blow from the south, but winds high in the air blow from the north. An event held in this state on the fourth weekend of April hosts the Miss Indian World pageant. This state’s "Rail Runner" service transports commuters between its capital and largest city. It’s not Nevada, but Theodore Roosevelt’s Rough Riders held official reunions in this state’s city of Las Vegas. Every year, a snowman made of tumbleweed is installed at the “Big I”, the interchange between I-25 and I-40 in this state’s largest city. A national park in this state contains North America’s largest cave chamber, the “Big Room.” A city in this state hosts the world’s largest hot air balloon festival. For 10 points, name this Southwestern state home to Carlsbad Caverns National Park and the city of Albuquerque. ■END■