I've been to Tijuana and surrounding areas, never been South of that.
A girl that I know was kidnapped in Mexico City. No bullshit. This was a year ago, the girl is my friend's sister who was 24 at the time. She went by herself, with no local guide. She was comfortable doing this as she had been to Mexico twice during college. On her second night in Mexico an alarm was pulled in her hotel and a man ushered her outside. She believed he was with the hotel. She and an older Mexican woman were put in a car and driven to a building where they were passed on to men who locked them in a windowless room. The kidnappers took her cell phone but missed the older woman's phone. The older woman called her son who is a Federale that told her to stay on the call and hide the phone.
Police traced the phone, triangulated its location, and rescued both women. Mexican officials told the girl that she got lucky as she was either going to be ransomed and /or most likely sold for sex and never seen again as being an American with blonde hair and green eyes made her "worth more". She was taken to the US Embassy and cut her trip short; returning to the US. The craziest thing is that she still wanted to return to Mexico, treating this as a rare occurrence, not really grasping the gravity of almost being sold into sexual slavery.
Screw that. Bad shit happens everywhere but this is the only person that I know who's been kidnapped.