This is so absurd, I'm laughing as I write it. Mexico’s Foreign Ministry has issued a travel warning to Mexicans living, studying or planning to travel to Arizona. It warned them to "act with prudence and with respect to the local legal framework." Isn't that common sense behavior for anyone traveling in a foreign country? In fact isn't that the way you should act in your own country?
The real problem is many Mexicans come to Arizona and other border states to avoid the out of control, drug-fueled violence that is rampant in their country. Perhaps Mexico would be better off issuing a travel alert to Mexicans in Mexico. That's where they're really in danger.