Police said around 8:30 p.m. Wednesday, Joseph Cruz and Lionel Clah escaped during a prisoner transport. According to authorities, the van was somewhere between Roswell and Las Cruces at the time.
Cruz, 32, was taken into custody after a short foot pursuit Friday in Albuquerque.
Clah, 29, is still at large. He is 5 feet 11 inches tall and weighs 175 pounds. He has several tattoos on his arms and chest.
Police are searching for him near UNM. They say he could possibly be in the area.
Nearby residents should stay inside.
Both men are convicted of violent crimes -- Cruz is a convicted murderer, and Clah was convicted of shooting and wounding two police officers during a high-speed chase in 2007.
Gregg Marcantel, secretary of the New Mexico Department of Corrections, said the escape was not a matter of weak policies, but rather a breakdown in the system of control. Officials are looking into how, when and under what circumstances the escape occurred.