Yes, unidentified flying objects have been reported over Mexico.
In fact, UFO sightings tend to be by people in the United States of America, Latin America or Europe. In terms of Latin America, one famous incident took place in Mexico. Specifically, it was in August 1953, about an hour's drive from Mexico City, around Ciudad Valle. A taxi-cab driver, Salvador Villanueva, reported meeting two space aliens and seeing their spacecraft around 6 p.m. in the evening, after his cab broke down. The description of the space aliens fit that of the "Grays" or "Greys," who tend to be short with slender bodies, large heads, and insignificant facial features other than big, dark, staring eyes.
UFOs Over Earth - 2008 Mass Sightings in Mexico 1-3 was released on: USA: 24 November 2008
The desert of New Mexico seems to be a hot spot for them.
There seem to be more sightings over or near military bases, world conflicts and some large cities. I have no idea why but Mexico, usually Mexico City, has more than it's share of sightings.
The cast of Shaun Ryder on UFOs - 2013 includes: Shaun Ryder as himself
Yes. One of the most notorious happened on May 22nd of 2009, around 15:30 local time: a small fleet of UFOs was ejected from a larger spherical object. This event was filmed on video. Also, a small earthquake was felt at the same time on central Mexico. See related links for the footage.
UFOs are spotted all over the world. Less developed areas of the world with less light pollution.
The cast of Deep Sea UFOs - 2006 includes: Loren Coleman as Cryptozoologist Will Lyman as Narrator
UFOs Over Earth - 2008 The Fayetteville Incident - 1.1 was released on: USA: 27 October 2008
American Paranormal - 2010 UFOs Over Phoenix 1-1 was released on: USA: 21 February 2010
The Mexican Air Force filmed 11 UFO's on March 5, 2006 over Campeche, Mexico.
Yes. One example is a bright, spherical object that was reported on September 22nd, 2011. This event was filmed on video. See related links for the footage.
The most well known crash of a supposedly alien spaceship happened in 1947 in Roswell New Mexico.