I've seen video of one incident in Lukeville. Customs Service video cameras captured a truck full of armed Mexican Military personnel drive into the US, at the port of entry, and confront the INS and Customs inspectors.
The Military was chasing a vehicle that had just entered the port.
The truck had four or five guys in the bed, with M-16s, and they were a good 50 yards inside the US, and they knew it.
I was off that day, but watched the video the next day.