A couple of officers I know from a small town P.D. went to Tijuana once, and visited the local jail (everyone has heard horror stories about the TJ jail). They were given a tour of the place, then informed that it would cost them $20 US each to get OUT of the jail!

But, in their defense I guess, it is also well known that the police officers in Mexico are among the lowest paid workers in the country. They feel that they need "the bite" just to feed their families...