Darryl Nicholson believes the West is not just a place, but a state of mind. “It’s about fresh starts and new beginnings,” says the co-owner of Black Diamond Curio in Santa Fe. The ethos helps Nicholson and his partner, Paul Wilcox, curate their bright, 1,800-square-foot shop with a whimsical mix of contemporary and vintage goods made throughout the Southwest—from Los Poblanos bath and body products to turquoise and silver jewelry. Oversized art books feature New Mexico icons like designer Alexander Girard and painter Agnes Martin, while the walls display playful pieces like Campbell’s Green or Red Chile Soup prints that riff on Andy Warhol’s series. Other finds include denim placemats, a collection of New Mexico town-themed trucker hats, Santa Fe...