An update. It turns out that the passport section is open from 8:30 to 10:30 in Mexico City. You may want to get there earlier as there is a line. You should get in if you are in line by 10:30, although the guards made errors a while back and turned people around at 10:30. I would be ideal if you could bring an old expired passport and any other identifying information, but it would not be totally necessary.

Also, I should clarify what I said about the consular agency. They can accept applications for passports, but would have to see acceptable proof of citizenship first. Since they have fewer computer resources, the documents they would need to see wold be higher. They would also have to send away for the documents anyway and then have them come back. A lot easier and faster to just go to Mexico City.