Originally Posted by ryan182

To add to the correct answers above its worth pointing out that upon arrival to any US port of entry by air from an international flight (excluding those that have pre-clearance facilities) you will need to claim your checked baggage, drop it off for re-check (after customs/immigration) and re-clear security - this not limited to DFW or flights from Mexico. Some airports have a security checkpoint that's dedicated to for international->domestic connections just after you clear customs/immigration, DFW does not have this though there is a checkpoint quite close to the exit from customs.