Invasion of New Mexico by Americans a worry 40 years before the Mexican War.

Zebulon Pike was sent to explore the southern limits of the Louisiana Purchase. Pike and his party wandered into Spanish Territory, south-central Colorado.
The party was arrested and taken to Santa Fe, held for a while, later sent to Chihuahua and released.
John Sparks, with Pike's expedition, told New Mexico governor Joaquin Real Alencaster, that Pike'a superior would assume capture and send a large party to New Mexico on a rescue expedition.
Gov. Alencaster took steps to challenge it and had a fort built to the east as a measure against the possible invaders.
The remains of a fort were briefly investigated in the 20th c, and in 1980 an aerial photograph showed a large cluster of small rooms surrounded by a wall with turrets (photo included in article).

The Santa Rosa dam flooded the area, and the site is under water, so further study is impossible.
The story is told in more detail by Marc Simmons, historian, in the Santa Fe New Mexican, 4/17/2009.

http://www.santafenewmexican.com/PrintStory/Fort-likely-a-response-to-Pike-s-expedition