Thousands of Russians and Ukrainians fleeing their countries are choosing an unusual route to escape sanctions and war: Traveling to Mexico and then crossing the U.S. border. The numbers of both nationalities entering Mexico have soared in recent months. While some are tourists, Mexican officials believe the majority plan on migrating to the U.S., arriving at Mexican destinations like Cancún and then flying to a northern border city like Tijuana, which is across the border from San Diego. In January and February, some 30,111 Russians entered Mexico, compared with an average of 12,380 during each of the past five years,...