They sneak across the border illegally. They leave their country and their families, hoping the journey north will provide a better life. They're willing to do jobs that legal residents don't want, but their unregulated status is causing a huge political headache for public officials.
Mexican public officials, that is.
Mexico's own southern border is incredibly porous, and immigrants from Guatamala are entering the country legally or illegally. The difficult-to-maintain border is also a conduit for people from China, Cuba and Ecuador who eventually are seeking entry into the United States.
The New York Times has a very interesting article on the issues at Mexico's own southern border, and it reinforces the argument that the United States' illegal immigration problems are more extensive than just lax enforcement along the Rio Grande.