If you are traveling or moving to Mexico, you need to become a legal immigrant.
If you're planning to go South to Mexico, look up this information on an official
Mexican government website:
The Mexican government provides a website that will amswer all your questions
such as: What are the immigration requirements?
What is an FM-3 or FM-2?
What are the requirements if I want to marry a Mexican?
What do I do if I lost my FM-3 or FM-2?
All the answers you need about these matters (and more) can be found at the following website:
The National Institute of Migration: www.inm.gob.mx/en/index.php