These days you won't find cops hanging out at the border shaking down tourists. That changed when Jorge Ramos replaced Jorge Hank as mayor of Tijuana.
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Jorge Ramos, Tijuana's mayor--like, and with the help of, Felipe Calderon, the president of Mexico--has been seriously fighting drug cartels, corruption, etc.
Shortly after becoming mayor Jorge Ramos called in federal troops. At one point they took all guns away from the TJ police replacing their guns with sling shots!
Ramos also appointed Julian Leyzaola as police chief. Leyzaola is a Mexican army officer who's served in other civilian posts in Mexico's anti corruption efforts. He has a well earned reputation as a tireless crusader against the cartels and corruption. (His detractors point out that while he's been effective his record includes some human rights violations.)
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They ran ballistic checks on the guns for matches in unsolved murder cases. Ramos also initiated financial audits of the cops. The net result was about 1/4 of Tijuana's police force was arrested, fired or resigned.
Pay was increased for police officers in TJ so they have now earn enough to live on. Also, the entire TJ police force is being sent (in batches) for six months training in a police academy (that has a good reputation and uses a US type curriculum).
Some major drug cartel busts have been made, with the cartel now trying to kill TJ cops on sight. Foot patrols have been discontinued; the cops move around the city in convoys.
Because of term limits Ramos can only serve one term. I don't know what will happen--the power of cartel money is strong--when Ramos leaves office. Perhaps the reforms he's started have legs, perhaps not. (Obviously the success of the reforms depends in part on whether the PRI or PAN wins the next election.)
For at least the duration of Ramos' term you won't find cops at the border shaking down tourists.