You weren't in Bald Eagle country, Walter--they prefer riverine homes, with lots of fish if possible. You'd have been more likely to see one in Chicago than in New Mexico or Colorado. Southern Illinois, southeast Missouri, northeast Arkansas and western Kentucky is an area in which the Bald Eagles abound, and where i have commonly seen them. They do best, though, farther north (spending the winters elsewhere when the waters freeze), and in areas with lots of rainfall.
Their common ranges
They might winter anywhere, but the dark blue areas are where you are least likely to find them.