Mexico is the country directly to the south of the United States. Its capital is Mexico City.
Eduardo Salcido and Manuel Ruiz illegally crossed the border to work in Los Angeles. Also, after Shane Vendrell and Curtis Lemansky captured gun dealer Pazi Arambula, they handed him to a bounty hunter called Jojo Rizal that would bring him to the authorities in Mexico, where he was wanted by both state and federal authorities.
When Vic Mackey discovered Ben Gilroy's real estate scam and threatened to uncover it, Gilroy pleaded him to leave him at the border to Mexico with his mistress. However, Mackey refused to do so and arrested him.
Vic Mackey and the Strike Team crossed the border to Tijuana, Mexico trying to find Navaro Quintero. While there, Detective Efrain Lemus gave Vic and Ronnie some information, while Lem and Shane had their badges stolen by Nasso. After capturing Navaro, the team returned to the US deceiving the US Customs officer and crossing the border once again.