U.S. Embassy Mexico Travel Warning: Yet Another Reason to Keep Your Head Out of the Sand. So, the government finally admits what any of us with common sense already knew—Mexico's not a safe vacation spot right now. I'm reading this new travel warning, and it's just common sense: if you're going to ignore the red flags, don't come crying to the locals when you end up in a cartel WhatsApp group. My neighbor's cousin was just down in Cancún last week, said the cops are nowhere to be seen and the 'safe zones' are a joke. These warnings are always too little, too late.