Well, many many immigrants head south after spending some time here. Yeaah they do, only after having a bitter fight with USINS (US Immigration) only to find that it's 10 times tougher to make the best of what the US has to offer. And, if someone wants to cross, live and work illegally, probably it is the most easy border to get through, after all it's the longest undefended border between any two countries in the world. Many Mexicans come to Canada and head south rather than get in the US straight from Mexico because of the very same reason.