New Mexico governor issues order suspending the right to carry firearms in public across Albuquerque

It really depends on what legal/administrative framework the state has. I'm pretty sure in my state the governor can remove any officer for things like malfeasance, absenteeism, and neglect of duty.

Unlike the split in authority between Federal and State governments, counties and municipalities are simple political subdivisions of the states, and so the state is much more free legally to intervene in their affairs.