I live in Southern California about 6 years ago my truck was stolen from a lot in Puerto Nuevo (a town about 20 minutes south of Rosarito Beach) luckily I had purchased Mexican Insurance they paid me after about 2 mos. waiting time. We were stranded down in Puerto Nuevo had to notify the Insurance company that the car was stolen, had to file a police report BEFORE the alotted time had lapsed or they wouldn't honor the agreement. There are 2 locations you have to file reports at one is in downtown Rosarito Beach and the other is in Tijuan over by the airport. Well if you vehicle has been stolen you have to rely on the grace of God to get to-and-fro each of these locations... and you better KNOW SPANISH!!
I am telling this tale now because I think people get so comfortable going down to Mexico (especially Californians) because it is just THERE. Recently (this past March) I rented a car and drove down to Puerto Neuvo again we had a friend in from Michigan and wanted to give him the experience of Mexico well the vehicle we rented had "Nevada" plates we were rolled by the local police officers they took our money BEWARE of this because we were in line to go back across the border once we had given him our money and he had moved us around several corners away from the tourist traffic he then put us back in the border line. Not 5 minutes later ANOTHER policia on a motorcycle pulls us out of the border line, I tell him that we were just put back in and that we had no more money. He then asked us WHO put us back in and verfied it on his little radio then let us go.
BEWARE if you drive your own vehicle get the Mexican Insurance, if you drive a rental car be sure to get EVERY Insurance they offer for going across the border. And last but not least if you are pulled over for any reason by a Policia try (if you can) not to let them know exactly HOW MUCH money you have on you just give them like $40.00 - $50.00 save some for yourself just in case you need to get back home.