I do believe Mexico is exempt.
Continental has implemented a $15 fee for a customer's first checked bag when traveling on Economy fare tickets purchased on or after Sept. 5, 2008 for travel on or after Oct. 7, 2008 within the 50 U.S., Puerto Rico, U.S. Virgin Islands and Canada.
The service fee will not apply to EliteAccess customers, including those seated in First or BusinessFirst, OnePass Elite and SkyTeam Elite members, customers traveling on full-fare economy (Y) class tickets, or active military personnel traveling on official orders.
Customers traveling with OnePass Elite members or with active military personnel are also exempt as long as they are traveling in the same reservation. This exemption will not apply to group reservations including 10 or more customers.
There is no charge for car seats, strollers and wheelchairs.