In practice, most illegal immigrants to Mexico...
...pass through the southern border, all the way north, and accross the northern border into the USA. At least that's the plan. Many do not survive the trip because there is a criminal specialty of preying on them. Also, the meaner of these immigrants prey on those less tough.
The authorities are emminantly bribable, if the immigrant has anything left to trade. If the immigrant has nothing to trade, then they are about as likely to be beaten and released, or killed and dumped by the authorities as they are to be subjected to legitimate justice.
That's what I hear, anyway.