Ana shudders at what could have happened. She has heard about people who walk and die in the desert, who freeze in the mountains and who drown in canals. She knows that some suffocate in semitrailers or boxcars, where they are crammed so tightly they cannot turn. She knows that others are beaten and raped by smugglers, who leave them to die. Every year, migrants risk their lives to illegally cross the 2,100-mile border that separates Mexico and the United States, two neighboring nations that have one of the largest income gaps on Earth. "I was lucky," said Ana, who...