In the rise of democratic governments across Latin America, the neoliberal law-and-order perspective has been the most influential model of security in the region. This approach is based on the opposition between state and illegal agents, as if they were two different sets of actors. Influenced by this model, Mexican president Vicente Fox launched an extensive anti-piracy programme to eradicate retail of counterfeit. Based on ethnographic material gathered in the San Juan de Dios market in Guadalajara, I discuss on the exchanges between piracy sellers and police officers. My argument is that law enforcement programmes have not affected the political economy of corruption, they overlook the net of ambiguous loyalties where state and illegal actors are entrenched. The anthropology of the state provides the rationale for a critique on neoliberal security policies.