Well, if you swim the Rio Grande, then you'll probably end up in Juarez...not a good place to be to begin with! I wouldn't be worried about getting arrested. I'd be worried about getting kidnapped and held up for ransom...as it is constantly being done there. Or, if you are a female, I'd worry about being kidnapped and being sold as a sex slave...as is being done there. Oh, and the police won't help you. This, of course, is assuming you don't get severely sick since the Rio Grande is polluted so bad. \nHowever, the party scene there is really big. So, I'd watch out getting hit by a drunk American eighteen year old while your out in the streets protesting.