Assuming your LLC is a multi-member LLC that has not elected to be taxed as a corporation, it is taxed by default as a partnership. Partnerships (and LLCs taxed as them) are obligated to file Forms 1065 for each tax year in which the partnership (1) had recognizable income, regardless of whether tax is owed on that income, or (2) sustained losses that any partner(s) wish to claim.
Assuming your LLC had no activity at all for the previous tax year (and assuming that’s the year you’re asking about) – meaning no income and no losses to be taken by any of the members – there is no obligation to file a Form 1065. You may still choose to do so, and we usually recommend people file Form 1065s for each year the entity is in existence both as a matter of best practice and so that the IRS doesn’t come asking you why you didn’t file one. However, you are not generally required to file one (given my assumptions above, and assuming no employees).
If you have a New Mexico LLC, then note that New Mexico does not have annual report requirements for LLCs, but it does have annual disclosure statements for partnership-type entities. For more information on that, see: http://www.tax.newmexico.gov/Businesses/pass-through-entity.aspx. Very few out-of-state owners of New Mexico LLCs comply with this obligation, but it’s still technically an obligation.
We encourage you to discuss this with your CPA, or if you don’t have one, consider a 30-minute tax attorney consult.