Susana Loera remembers the first time she heard her boss tell somebody to break the law. It was in early 2004, and the parents of a Mexican man arrested in Dallas had come to the consulate seeking advice. Luis Lara, Mexican vice consul for protection, found out that U.S. immigration had neglected to put a deportation hold on the prisoner, meaning he could still be released on bail. Lara turned to the anxious parents as Loera stood nearby. "He said, 'My advice to you is to go bond him out now and go back to Mexico,'" Loera says. "He said,...