You should read Mexico's immigration laws and laws that apply to non citizens. Almost every one is punishable by prison terms, big fines and deportation.
And he has the nerve to make a comment about Arizona's law when they have pages full of FAR stricter laws.
Get arrested in Mexico without papers and protesting their government and see what happens to you as a foreigner.
Go ahead Cali boycott AZ, you cant pay your own bills anyway.