Mexico is a party to the Hague Convention, therefore all that is required to have your USA documents legalized for use in Mexico is and Apostille.
Each state has a different agency that issues the Apostille in New York the Apostille is issued by the Secretary of State. In other states such as New Jersey, the Apostille is issued by the Department of the Treasury, Division of Revenue, in Florida, the Apostille are issued by the Secretary of State.
There are many other countries that accept the Apostille as an acceptable document for international legalization. So there is no need to visit the embassy or consular office.
Notary & Apostille Service
Other Apostille Service