Foreign citizens crossing the border to Mexico face arrest if carrying firearms or ammunition even if they legally possess them in the U.S. and routinely keep a firearm in their vehicle.
Mexico laws on possession and importation of firearms and ammunition are extremely rigid and do not allow citizens possession/importation/transportation of firearms and ammunition. These laws are enforced at border crossing, custom searches, military checkpoints, and on highways. 
It is It is illegal and considered a crime to enter Mexico with a firearm or ammunition without a permit issued prior to crossing from Mexico's Secretaria Nacional de la Defensa (SEDENA). Mexico's Custom agents at the border do not issue gun permits and anyone entering the country with a firearm or ammunition without a permit could face detention, paying high fines, taking away the firearms and vehicle and up to five years of prison.
Before your road trip to Mexico, check your vehicle thoroughly, make sure you are not taking firearms used for hunting, personal guns, stray shell from your last hunting trip or ammunition of any kind. Vehicles are subject to inspection by custom officials, and if they find any, even if it was unintentionally, you could be charged with a crime. Mexico has no-tolerance when taking in firearms in to the country. If you are already at the border waiting to go cross and find out you have the firearm you routinely keep in your vehicle, take the last exit or turn-around before crossing the border, avoid fines, complications and a bad experience.
U.S. Embassy cannot represent you in court, pay your legal fees, fines or get you out of jail. They can assist you in contacting your family and help you find an attorney.