If you live in Santa Fe, there should be plenty of desert type locations. I don't think you want to go to Utah, but there are some excellent volcanic landscapes near Fillmore.
Like ZenSteve said - green screen, blue screen, or even black rooms. I find myself wishing that I did our entire cockpit with greenscreen. Instead, we composited controls and view screens on the simple set. It's okay.
Get some whiteboard sheets from Home Depot and you can make basic hallways.
Find or create a doorway, then add set extensions. Notice the "before" and "after" shots:
Honestly, try and keep the interactive set space simple. I made the mistake of building too much set, instead of comping in stuff with straighter lines and more exotic surfaces. You can hide a lot with shadowed lighting that shows only what you want seen. You can do so much with an empty room, lighting and post-effects.
Another very very important thing .........shallow focus. If you don't have prime lenses, you may have to zoom in from farther back or use a fast blur in your post-effects program, but shallow focus will hide the fact that your background is made out of wood or cheap silver lining.
This
particular SHOT is a wood set, painted black. Heck, it could be cardboard and still work, if you light it right. Keep what you don't want seen in black.