Actually...Mexico is one of the countries that does NOT require documentation. From Latitude38's Mexico prep advice;
"• Boat Documents
— Every boat must carry current vessel documentation that proves ownership and port of registry. If your boat is not a U.S. documented vessel, you must carry state registration papers — and ideally a bill of sale and/or other proof of ownership."
Full details here:Baja Ha-Ha Cruisers Rally: Sailing from San Diego to Cabo San Lucas