No country capable of landing a single troop on the lower 48 is scared of undisciplined men with AR-15s.
In fact I am not sure if any country can get a troop transport near the US coast without being nuked to the ground first.
In the 1930s and 1940s, Mexico wanted to invade Texas and reverse the Mexican American war.
I can't find any source suggesting this was actually a thing in the 30s and 40s. All I can find is the Zimmerman telegram from a hundred years ago which the Mexicans weren't exactly enthusiastic about.
In any case, I doubt there is any realistic threat of a Mexican invasion beyond fantasizing from political fringes.