It's too simple for people to enter the U.S. on tourist, student, business, work, diplomatic, etc... visas. Why would terrorists take a risk on being one of the 10% who get caught swimming the Rio Grande. Unlike some Buchanan/Tancredo devotees, the terrorists are not stupid.
I'm still waiting for someone to show a verified case of a terrorist illegally crossing the southern border. How about you Happy, can you show us one? Or do we just get more tin foil hat conspiracy nonsense?
Don't hold your breath, I doubt the Government will declassify any of that information soon.