Magdalena is a village in Socorro County, New Mexico, United States. The population was 938 at the 2010 census. "The Lady on the Mountain" is a rock formation on Magdalena Peak overlooking Magdalena. Spanish soldiers saw the profile of a woman on the west face of the peak. A priest with them was reminded of a similar peak in Spain called "La Sierra de Maria Magdalena", so he called the New Mexico one "La Sierra de Magdalena".