Weird stuff in Roswell? Be careful, they are still there - and you'll love all the aliens in the stores....or on the lamp posts....or the museum.
Unfortunately I don't know about RV parks there as I've always been in a hotel passing through.
Santa Fe has a lot of history. You can see the Palace of the Governors and/or any of the very historical sites there. Depending on when you are there make sure you take time for the square (plaza) when the Native Americans line the streets selling the handmade wares. Many times the plaza has all kinds of artwork, vendors etc. Not many things like downtown when they are in swing. Be sure and walk around the square maybe at lunch - some really good selections to try some Native American dishes. If you have time you might drive out past Espanola to the Ghost Ranch where Georgia O'keefe stayed and painted - beautiful country around Abiquiu.