Since it is 1085 miles from Commerce OK (in the far NE corner of Oklahoma) to Douglas, AZ (near the New Mexico/Arizona border); and Gridley Maule claims to have ridden 1000 miles from Oklahoma. That seems to put North Fork in the far South West corner of New Mexico.
Although the show is set in the 1880's, Lucas is wearing Wrangler jeans that weren't created until 1947.