do you have to have any permits to climb on state land

Depends on the state in New Mexico no. Not sure what state you are in.

I've never had to get a permit to climb, but l have had to call the local ranger station and ask if l did need a permit - several times l have needed permits to use a trail (Mt. Whitney) or to camp near climbing areas (many areas including Yosemite). l would suggest calling and asking about the area you are interested in.

Good Luck

In some places you do, yes - just as you need off-season backcountry camping permits. Off the top of my head l think Yosemite and a few others require permits. Most places do not require permits, however it never hurts to check. It is a lot easier than being fined and ejected from the state/national park.

As everyone has been saying, it depends on where u may be climbing. State lands & Federal lands vari as do public & private.
Just reciently, l was in Harpers Ferry, WV (hiking not climbing). l asked about the cliffs there & climbing. A local outdoor outfitter told me that because the trails on & around cliffs r high use (by tourists) & r on federal land, & that some people have gotten stuck, u r required to have a pre climb interview & then be issued a permit, (The athorities have had to make to many rescues).

So yes, if ur not familar with the area, always check first!