Mexican highways have checkpoints manned by the Mexican Army. I've passed through a number of them, and I've never tried to run through one without stopping. I just don't think it'd be prudent.

However, in the Gulf coast state of Veracruz, the driver of a van attempted to run through a combined Army/Police checkpoint. He didn't get far, as the soldiers and police opened fire on the vehicle. The driver escaped on foot.

When the soldiers opened the van they found 35 Central American illegal aliens inside. One of them, a Honduran (from a country poorer than Mexico) was wounded.

Can you imagine the outcry if something like this happened in the U.S.?