So the USA is confined to East of the Mississippi and south of the Lakes/St Laurence, except for a very small area around New Orleans/ Mississippi Delta.I'd start with no Treaty of San Ifenando [sp] giving Louisiana back to France. This keeps Louisiana Spanish.
Spanish American War of 1804~05 is ended by the Treaty of London. US gains Florida, along with New Orleans and Environs. Spain keeps rest of Louisiana.
Spain wins in 1819, and the revolution appears over. Lots of French & Spanish Trouble Makers [Republicans] emigrate [involuntary] to Mexico and SAmerica
Then in the mid 1820's Bolivar and Friends start in SAmerica, and it spreads again to Mexico.
Several years later the Mexicans win, Lead by a Mexican - George Washington Figure - However , this is a true Victory, instead of the Buyout Victory of OTL 1819.
While the Spanish Loyalists flee, there is no need for Mexico to Bankrupt itself, paying off the Spanish Dons.
Mexico then establishes something like the '24 Constitution, only more stable due to having money [instead of debt] in the Treasury.
In the 1850's Canada & Mexico establish the northern border across Louisiana at the 4x th Parallel.
With out the Western Lands to expand into the US is constrained to east of the Mississippi, and Mexico receives a lot more Immigrants than OTL.
Mexico also has the moneys to pay it's Soldiers, so Mexican forces patrol and prevent attempts by Immigrating Americans to expand Slavery into Mexican Texas and Louisiana.
While Favoring the North, Mexico maintains Neutrality in the American Civil War. While getting rich, Selling Cotton from the cotton Fields of Texas & Arkansas.
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?How and When goes the American Civil War?
Assume the same 1840's Irish/German Immigration into Boston, New York and New Orleans.
The First Army of the US v Sioux battle took place in Missouri 1824. Won't happen ITTL.
If Crockett & Houston et al, immigrate to Texas, it will be as good Future Mexicans.
No Oklahoma to Move the Five Civilized Tribes into. Any clearing or Trail of tears will probably be pushing them into South Florida.
Except No Jackson as Hero of the Greek War 1812, or Defender of New Orleans, so probably no President Jackson.
No Louisiana Territory so all States are established by the 1830's with no New territory to Expand into, or form states out of. Frontier closed by 1840.