Gulf of California
California
Mexicali IS in Baja California. Actually, such city is the capital of the Baja California state. If you mean what body of water is between Baja California and the Mexican mainland, that would be the Sea of Cortes or Gulf of California. See related questions for further detail.
The Sea of Japan lies between Japan and the mainland of Asia
Mexico
Nevada lies between California and Utah.
Mexico
The English Channel
The Gulf of Mexico lies between the Florida Peninsula and Mexico.
Mexico lies between USA and Guatamala
This is the Mozambique Channel
It lies between the United States and Central America, and between the Gulf of Mexico and the Pacific Ocean.
The Mexican State of Baja California is bordered on the north by the US States of California and Arizona, on the south by the Mexican State of Baja California Sur, and on the east by the Mexican State of Sonora. Its east coast is on the Gulf of Cortez and its west coast is on the Pacific Ocean.