Yes and No.
There weren't any Mexicans that would have invited full annexation by the US, but there were some that did not mind cooperating with the US during the war for various reasons.
As Dathi points out most in Mexico viewed the US as "an overweening neighbor who'll suppress much of [the] culture" even if to a very small minority this was the least bad option. Ironically the folks that did cooperate with the United States during the war where not the "Puros" nor other branch of the Mexican Liberals. The two main bands that sided with the US where the "Polkos" and The Mexican Spy Company.
The "Polkos" (named such for indirectly supporting President Polk's schemes, and because polka was a popular music style in conservative clubs) were conservatives (mostly from Puebla) who above all wanted Santa Anna and his lackeys out of power. They saw the US invasion as a means to achieve their goals. They stayed out of the conflict for the most part, but they where responsible for keeping the state of Puebla neutral during the conflict; because of this Scott's army was able to walk freely after capturing Veracruz and Mexico City without endangering his supply line. But they never sided with the US because they wanted annexation, they did it temporarily to further their own political agendas.
The Mexican Spy Company was a mercenary company recruited from bandits and gangs that operated around the National Highway (the road leading from Veracruz to Mexico City). These guys were payed/bribed by the US officials to act as a counter guerrilla force. They did so willingly and - for a counter guerrilla force - quite publicly. But they were in it for the money not for anything else.
When the US finally occupied Mexico Santa Anna was once again out of the picture. The government that made the peace with the US was made by the Liberals and Generals that for the time (or the time being) opposed Santa Anna. Some of these where actually those Puros, that did advocated establishment of a United States protectorate (there are claims that they even offered Scott the Presidency) but they were sufficient enough of a minority that at no point before or during the war they had voiced this opinion and only did so at that moment, once Mexico was occupied by US forces, for what was likely their own convenience (and probably for no other reason).