The techniques of sparkling winemaking did not originate with the Benedictine monk Dom Pérignon, nor was the first purposely sparkling wine produced in the region of Champagne. Regardless, through centuries of refinement Champagne has become the world’s leading sparkling wine and the vinous embodiment of luxury and celebration.
Justin Timsit well, New Mexico isn't in the EU...
Seriously, thought, the US has a bilateral agreement with the EU that prohibits the use of the term Champagne on American labels, but any producers using it on labels prior to the signing of the agreement (in 2006) can continue to do so.