The highway referred to is Nevada. However, Roswell (the city not the zoo) is hilarious. They totally play up the UFO thing with the streetlights having alien eyes painted on them. The fast food place had on its signboard "aliens welcome" and the western store had a mannequin of an alien in cowboy garb. Of course the best part is the UFO Museum, which is worth a visit just for the gift shop.
The Highway the runs from north New Mexico through Roswell and then onto Carlsbad had quite a few wild pronghorn when I went many years ago. I even saw a roadkill one right along the highway. Carlsbad is the real reason to do this road trip, a very decent zoo (Living Desert) and of course the fantastic caverns. But Roswell is just a funny place to get out for an hour or two to stretch your legs.