How do Mexicans get across the border to America illegally?

"Crossing the border illegally" is an ambiguous term.

Some unauthorized immigrants enter the United States with non-immigrant visas and remain after the visa expires. This type of immigration occurs most commonly with tourist visas, student visas, and the so-called visa láser.

Undocumented entry - which the Department of Homeland Security refers to as "EWI" or "entry without inspection" - by Mexican immigrants is accomplished most commonly by walking across the desert or through tunnels built for smuggling drugs, by swimming across the river, by crossing at land ports of entry hidden inside vehicles, and by bribing the guards at the border. EWI is accomplished almost always with the assistance of a paid guide referred to as a coyote or pollero.