There is a CO state park at the north end, and a NM state park at the south end. most of the mid section of the lake is inaccessible by RV.
The CO state park, like all other CO SP, charges both a camping fee and daily entrance fee. Other than the SP land, the whole CO end of the lake is Indian Reservation Land.
The NM SP has 3 campgrounds with RV sites, some elect, some non-elect. NM does allow primitive camping around the lake shore, but mostly that's limited to boat access.
There is no BLM or Forest Service camping around the lake, to my knowledge.
Jim