REPORTER WAS UNABLE TO CANCEL HIS IFR FLT PLAN WITH A NON FEDERAL CTL TWR.

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CLRNC LIMIT WAS TRACC INTXN LOCATED ON THE ROSWELL VOR 263 DEG RADIAL 40 DME. OUR DEST ARPT WAS SIERRA BLANCA REGL (S.R.R.). THE AREA WAS COVERED WITH TSTMS. ALT ASSIGNED WAS 10;000 MSL 8 MI E OF TRACC INTXN. IT BECAME APPARENT WE COULD NOT FLY TO OUR CLRNC LIMIT DUE TO A LARGE TSTM. FROM THIS POINT; WE COULD SEE THE ARPT. ATTEMPTED TO ADVISE CENTER WE WERE VISUAL WITH THE ARPT AND WANTED TO CANCEL IFR. WE COULD NOT CONTACT CENTER; FOR REASONS UNKNOWN. WE CONTACTED THE TWR (NFCT); ASKED THEM TO PLEASE CALL CENTER FOR US AND ADVISE THAT WE WERE VFR AT THE ARPT AND PROCEEDING TO LAND. THE TWR ADVISED US THAT HE DID NOT CONTACT CENTER OR HAVE ACCESS TO CENTER BECAUSE THE TWR WAS (NFCT). WE WERE MONITORING CENTER FREQ ALSO; AND THROUGH AN ACFT RELAY WERE ABLE TO CANCEL IFR AND ADVISE CENTER OF OUR POS. THIS ARPT IS NEW AND BECAUSE OF ITS LOCATION; WILL BECOME VERY BUSY DURING THE HORSE RACE DAYS AND SNOW SEASON. IF THE TWR HAS NO ACCESS TO CENTER; WE ARE COURTING A DISASTER OUT THERE ONE OF THESE DAYS.