Ever see those trucks that happen to get caught packed with human cargo?
Or how about the hundreds of tons of dope smuggled in on trucks every year from Mexico?
Ship their bomb or bomb making material into Mexico, via cargo ship, boat, whatever. Put it on a truck, and drive it across like the thousands of other trucks smuggling in stuff.
So simple.
Other than just walking across either border, of course.
Its why I don't pay much attention to the Terror Alerts and whatnot. If the bozos who run us won't even secure the borders, there's no real sense in losing any sleep over it. We're just screwed, plain and simple.