Mexico City lies within the Federal District (Spanish: Distrito Federal), the political entity which was denominated as capital of Mexico, a Federal Republic. It is akin to Washington, DC (e.g. it doesn't belong to any of the states of the Union).
The Distrito Federal is bordered by the State of Mexico (capital: Toluca) on its western, northern and eastern limits. It is also bordered by the state of Morelos (capital: Cuernavaca) on its southern limits.
The capital city of Mexico is Mexico City.
The capital of Indiana, which is a state that borders Illinois is Indianapolis.
Arkansas borders Missouri to the south, and its capital is Little Rock.
the capital borders the strait that separates Denmark and Sweden
The Republic of Namibia has the capital of Windhoek and borders Angola.
No nation's capital city borders Hungary. Bratislava, the capital of Slovakia, comes fairly close to Hungary, but actually borders Austria. Vienna, the capital of Austria, is also considerably close to Hungary.
The name of the state that borders Canada that has Helena as its capital is Montana.
The state of Missouri borders Kansas to the east, and its capital is Jefferson City.
The country that borders Angola to the north is DR Congo. Its capital is Kinshasa.
Santo Domingo is the capital city in the Dominican Republic, the country that borders Haiti.
The only country that borders the Black Sea and the Mediterranean Sea is Turkey. Its capital is Ankara.
Egypt is the only country that borders the Mediterranean and the Red Sea. Its capital is Cairo.