Mike,
From the cards on the regt.
The organization of Baird's Regiment Texas Cavalry ( also known as 4th Regiment Aeizona Brigade and as Showalter's Regiment Texas Cavalry ) was authorized bt S.O.(Special Order) #81 Hdqrs. Dist. of Tex. and N.Mex. and Ariz. dated Feb. 2, 1863. which states that the Regiment is to be formed in New Mexico and Arizona. It appears the men where enlisted in Texas.
Mike