Since I used to get pulled over and searched by the U.S. almost ever time coming from Mexico, I used to make sure that I had a bottle of Ruso Negro and a bag of ice to make drinks, as I sat on the concrete wall and watched Customs and their dogs search my car.
Heck, you don't have to come from Mexico. I've had dogs sniff my pickup just coming north from El Paso at the ICE station on my way to Oil Patch city.