He was at the premiere of Sean Penn's new film, Milk on November 13 in Beverly Hills. Shame about the location of the water mark, but at least it's a new picture! I have a Wire Image account, but not the one where you get photos without water marks. He actually doesn't look all that thrilled about having his picture taken, does he? :o)
So clearly he's in California, not New Mexico. I thought he might be in NM filming Men Who Stare at Goats. I do hope the wildfires don't go near his home. I have no idea where it is, but I just read that Governor Schwartzenegger has declared a state of emgergency. It's so, so scary.
EDIT: Thanks to Pam (and ewanmcgregor.neg), we now have LARGE, non-water-marked versions!