There are many cities along the US-Mexico border that would qualify as "closest to Mexico". Those would be Brownsville, Laredo o El Paso in Texas or San Ysidro in California.
El Paso would qualify, as it is exactly at the US-Mexico border.
Santa Fe, New Mexico
southern north america
Lordsburg is the city in southwest Mexico.
In a southwest direction.
It is on the southeast.
El PASO is on the border of Mexico and Albuquerque is like 5 hours away from Mexico...
minnesota
Mexico city
Yes; it established a trade route between Kansas City and Santa Fe, New Mexico (across the Southwest region).
It is the borough "Region 100", in Cancun, Mexico.
The capital city of the southwestern region of the United States is Phoenix, Arizona.