As ccordova624 stated, there are no U.S. CBP Pre-Clearance facilities in Mexico.
Just for reference, there are only 8 airports with full CBP Pre-Clearance facilities -- all in Canada. Halifax was the most recent airport to open a pre-clearance facility (in late 2006).
There are informal pre-clearance facilities in the Bahamas, too. Also, Ireland has Immigration-only pre-clearance at both DUB and SNN... but not customs, so flights from Ireland still must deplane into an FIS on arrival in the USA.
However, I understand that complete U.S. CBP Pre-Clearance facilities are now being considered for DUB and SNN, as both airports are working on new terminals.
Also, I know that CUN pre-clearance has been floated many times by the U.S. aviation industry and is still very much on the radar.