The Brief Most states in Mexico are currently under a Level 2, or "exercise increased caution," travel advisory, according to the U.S. State Department. Travelers heading to Mexico are urged to "exercise increased caution" after the U.S. State Department updated its travel advisory for our North American neighbor. Mexico travel risksWhat they're saying:"Many violent crimes take place in Mexico," the State Department says. Most states in Mexico are currently under a Level 2, or "exercised increased caution," travel advisory, the State Department says. Mexico travel safety tipsWhat you can do:Before you travel to Mexico, the State Department urges Americans to review its International Travel Checklist , with steps on how to join the Smart Traveler Enrollment Program and information on purchasing travel insurance.