Found at least one station that sells diesel. If memory serves, this is on the south end of town, heading towards I-25. I seem to remember a big service station, probably this Shell station.
Shell STATION
711 ST MICHAELS
SANTA FE, NM 87501
505-984-2228
No real truckstops in Santa Fe. If you want to save some cash and feel like a drive, there's a truck stop about 1/2 between Santa Fe and Albuquerque. It's next to an Indian Casino. You could always try your luck!
I used to live in NM and drove through Santa Fe (pre TDI, though)