Last December watched my brother-in-law get shaken down by the Federales in the bathroom at the Cancun airport to the tune of $5,000. Don't ask why he had $50k in cash on him. Not a wise move on his part.
However, created one of the best family vacation stories ever. Even better that my father-in-law had emergency gall bladder surgery at a Mexican hospital on Christmas Eve on the same trip.