Best case you get pointedly uninvited by the host government, worst case you get pointedly perforated by a cross-border raid. I haven't said anything about their government, which I figure you can immediately write off as a source of support. Even then, you HAVE to have the support of the people, at least, for any cross-border shenanigans to be at least tacitly ignored. Our neighbors to the south present an even tougher situation. The border is already fairly heavily patrolled, though of course both illegal immigrants and the drug trade show that its possible to move significant material across the border.
Language is much more of a potential barrier in Mexico.
The culture does have more of a revolutionary tradition, and at best rather mixed feelings about the colossus to the north. There are definitely possibilities there, probably better ones than Canada, but its going to be dangerous, delicate work at best. I'm sure you're by now thinking of Costa Rica, or any of the other countries scattered around the world that actually show more respect for many freedoms than these United States do any more. I am unconvinced of the utility of moving significant assets overseas. All you're doing is removing people and material from the theatre of operations, even if you CAN find a place willing to challenge the federal beast.