Good point. Still, I think that the risk to tourists passing through the border is pretty minimal. I've been on the US mexican embassy mailing list, and I readily admit that occasionally I receive an email saying something like: Nuevo Laredo is super fucked up at the moment and police stations are getting bombed. Do not go there. However, this is rare, so considering the short amount of time one would spend at the border, combined with the relative rarity of these places being dangerous to non-drug-traffickers, I think you have to be really unlucky or just acting stupid to get in trouble. Like almost anywhere else.