I found several things on a Wilton Overton Allen b 7 apr 1908 in New Mexico. and died 27 aug 1996 is this your grandfather.

You might already have this,
Married to a Florence Pray and had a daughter named Marie Julia Allen in 1920 in Wood Texas.

in 12 aug 1978 married to a Clara Miller/Farrell in 1940 he was living in Spokane WA. with wife named Rersis F. and a duaghter named Helen B. Allen. age 9. Does any of this sound familiar to you. I could not find any birth or death records in NEw Mexico that would match.
Not much help I am afraid but did you perhaps try his military records.

Sue