Mexico was a country in North America before the Great War, located to the south of the United States. While it was never annexed as Canada was, the US, seeking to protect business interests and their oil supply, put a lot of pressure on Mexico in 2051 and finally invaded it, though it is unknown whether total annexation had occurred.
The country also had a major company named Petro-Chico, a petroleum corporation that was a subsidiary of Poseidon Energy, and had oil supplies all along the Rio Grande, and owned all of the oil flowing up to Las Vegas. Petro-Chico had administrative holdings in the states of Veracruz, Puebla, and Hidalgo.
2051 - Seeking to protect business interests and their oil supply, the United States began to exert increasing pressure on Mexico, citing the political instability and pollution stemming from Mexico as a threat to the United States. Various economic sanctions served to destabilize Mexico, and the United States military entered Mexico to keep the oil refineries running and ensure that oil and fuel continued to make their way north across the border (at Mexico's expense). (Appears in the Fallout Bible timeline)
The following is based on Van Buren and has not been confirmed by canon sources.
2066 - Resource rioting occurs in Denver. Midwest USA and Mexico start having food shortages and can't supply Denver with the food it needs. Food riots occur, and the National Guard is called in. (source: Denver design document)