I just read the State Dept. advisory on Mexico, http://travel.state.gov/mexico.html

This is the extent the State Dept warns about police corruption in Mexico:

"In some instances, Americans have become victims of harassment, mistreatment and extortion by Mexican law enforcement and other officials."

I think out of 25 pages of text regarding travel warnings, they could give a bit more detail of how to avoiding being robbed by police, how to deal with the police, and what to do if you are robbed by the police.