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Mexico has very strict anti-firearms laws. The penalties for being in possession of firearms or ammunition in Mexico can be as stiff as a 30 year sentence. Any vehicle you have with you can be impounded. Even being found in posession of a pocket knife is an offence which can lead to a five year jail sentence if you are charged with posession of a deadly weapon. I think it would be very unwise to travel to mexico with anything that could be construed as a dangerous weapon because of these strict laws.
I hope that this information is helpful.