Camping south of Ajo AZ for awhile I saw many motor homes heading into MX. They have several places in Ajo where you can buy insurance for your vehicle before you cross the border. Many Americans winter in Puerto Penasco, MX on the Sea of Cortez.. I used to know a guy that moved down there and built an RV park and a marina. Last I heard he was still there. I think it's fine in the resort towns, border towns, not so much. If it weren't all those gringos wouldn't be spending the winter down there. Americans can now own property in MX. That changed a few years ago.