Picard,
How on Earth could she tell they were illegally in the US?
Many Latinos/Mexicans (millions) are in the US legally and from my experience they look EXACTLY like their illegal counterparts. In some circles that would even be considered a racist assumption on her part.
No offense but from what you have told us she has some issues including not trusting the police.
Van loads of illegal immigrants are not driving around trying to pick up chicks; they come here for work. Sure there is a bad element in every group of society but to assume just because they are Latino they are illegal is a pretty bad assumption.
Your friend will continue to have this happen as she chooses to walk home alone at night. She should find a safer way to get to and from work or work an earlier shift.
Bill