It's not exactly news that wanna-be terrorists view America's sieve-like southern border as a convenient door to their jihadist ambitions. The Mexican drug cartels already have a well established smuggling infrastructure and are happy to share for a price.
One example from 2006 was the supposed illegal Mexican Miguel Alfonso Salinas, who turned out to be Ayman Sulmane Kamal, a Muslim from Egypt (Links between illegal immigration, terrorism, drug trade worry U.S officials). There are clearly many more like him who are vaguely categorized as OTMs (other than Mexicans) and SIAs (Special Interest Aliens) for the potentially nasty ones.
Another example was the brief report last May of hundreds of Somali al-Shabaab members crossing the border into the US (Feds Issue Terror Watch for the Texas/Mexico Border).
