In a 5- to 6-quart pan over medium-high heat, stir New Mexico chilies and cumin just until they start to smoke, 1 to 2 minutes. Scrape into a blender and add tomatoes with their juice, onion, garlic, chipotles, and oil; whirl until smooth.
Pour chili mixture into pan. Bring to a simmer over medium-high heat, partially cover, and stir occasionally until slightly thickened, about 5 minutes. Stir in beans with their liquid, broth, and pumpkin. Bring to a simmer over high heat, then reduce heat and simmer, covered, for 10 minutes to blend flavors.
Whirl about 2 cups of the soup in blender until smooth, then return to pan. Garnish soup with cilantro sprigs and offer lime wedges and sour cream to season to taste.