Mr. Monk Goes to Mexico - S2-E2
Corrected entry: Monk and Sharona drive to San Marcos, a Spring Break resort town in Mexico. At the border, they're pulled over by Mexican authorities for a Customs inspection. Such inspections are performed on the US side of the border, but during the search, it's made clear that not only are they already in Mexico - they're also, conveniently, already in San Marcos. Spring Break resorts like this one, with pools, hotels, etc., aren't located at the border. (00:10:00)
Correction: Although they may not always take advantage of it, Mexican authorities absolutely have the right to perform customs inspections at their own border. And San Marcos is a fictional resort. There is no rule about where it must be located.