The latest scene of protesters attempting to topple a statue -- this one of a Spanish conquistador -- exploded in violence when an armed civilian militia allegedly opened fire on a New Mexico protester.

The militia -- an extremist group called the New Mexico Civil Guard -- was standing guard Monday over a statue of Juan de Oñate in front of the Albuquerque Museum. A group of protesters had gathered with the goal of taking it down ... as we've seen happen recently in several cities.

At one point, witnesses told police that somebody swung a pickax at the base of the statue ... and that's when shots rang out and people were screaming someone had been shot.

The victim was hit by one bullet, and fellow protesters huddled around him as he was laid out on his stomach. Eventually, EMTs arrived to bring him to a hospital ... he was later listed as being in critical but stable condition.

As for the militia, those who were dumb enough to stick around came face-to-face with members of actual law enforcement -- who proceeded to take several of them into custody.

Tear gas and flashbangs were used to contain the situation and to detain the armed men -- whom cops say were disarmed by the time they were done with them. It's unclear if police caught the actual shooter ... and the FBI's already been looped into the investigation.

Remember, protesters successfully dismantled several statues of Civil War figures and Christopher Columbus within the last 2 weeks. All of those incidents went down peacefully ... meaning, no one attempted to protect the statues.

Different story now ... at least in New Mexico.