In 1947, a Nedenah flying saucer crashed near Roswell and was salvaged by the United States Army. (PROSE: The Devil Goblins from Neptune) Around the same time a craft piloted by a Gray alien ambassador also landed in the vicinity. (TV: Dreamland)
Around the 1970s, much of Torchwood Los Angeles' activity was in Roswell. Due to their frequent visits, one of the Torchwood operatives wondered why they hadn't set up base there instead, to save on gasoline. (AUDIO: The Dollhouse)
Though it's possible that a real world location doesn't exist in the same geographic space in the Doctor Who universe, such cases are few and far between. Thus, the map at right is probably a good indicator of the DWU location of Roswell.