Mexico is an emerging market that while suffering some recent economic setbacks, isn't a third world basket case that most Americans probably think it is. So most illegal immigrants from Mexico (and there are a lot from the rest of Latin America, not just that country) are not an accurate representation of all Mexicans.
So could a similar situation have happened with indigent underclass migrants leaving the U.S. for Canada?
How about inner city African-Americans? There's been a long history of blacks fleeing the U.S. to Canada, as early as the Revolutionary War (if not earlier). So either the civil rights movement goes south, coupled with worse economic situations in the U.S., leads to more black emigration to Canada. And once things go badly enough, illegal emigration follows.
Um... despite your "other countries are so great" philosophy, yes Mexico is in quite a bad situation compared to the US (and Canada and the rest of the 1st world). Mexico, outside the tourist areas, actually is very unsafe for Americans (and Canadians and Europeans) to travel to. It has almost 3 times the murder rate average in the world, it has the second highest crime rate among nations in the OECD, and the recent (and effective) crack down which was the result of bringing the military (which is still corrupt) into the business of basically fighting military style has resulted in 28,000 criminals dead since 2006 (and over 1,400 innocent lives), a number I'm pretty sure is not even close to the number that US police departments have killed (when adjusting for relative size of the nation's population). Mexico isn't just a "below average" had some setbacks nation, it IS a third world nation (in both the original meaning and the current pop culture meaning).
Despite other poster's assertions that Canada has such great race relations, that's simply not true. One should ask Japanese and Chinese who lived in Canada. Why were the Chinese the only immigrants who had to pay a head tax to enter? Why were they outright banned from entering in 1923?
Oh, and one last thing- can't have an immigration of Blacks from the US starting in 1911 because Prime Minister Sir Wilfrid Laurier and His Majesty's Canadian govt declared a ban on the "Negro" race, Laurier was a huge racist. Tell me again how big bad the US is and how great and enlightened Canada is. I'm definitely not debunking this (and I can spout a lot more bad things Canada has done) and I'm not intending to humiliate Mexico; I'm just sick of everyone wanting to bash the US so badly that they have to lie about the condition and history of other countries to knock the US. Trust me, the US's bad things in today and history are well enough known, you don't have to make other countries look better. But you do have to admit the faults in other countries just as Americans need to realize the faults in their own.