One of the most common themes is the border area. There are often stories about the difficulties and terrors associated with crossing the border illegally. People face the risk of being caught by border patrol, but also of being exploited by human traffickers. There are also stories of people getting injured or lost in the desolate border regions. It's a place full of uncertainty and danger, which makes for many horror - like tales. Additionally, the theme of poverty - related desperation can also be seen in some stories. People in extremely difficult economic situations might be driven to do things that are dangerous or unethical, and this can create very scary situations for both themselves and those around them.
Danger is a common theme. Whether it's from criminal elements like gangs or thieves. Another theme could be the sense of being lost and alone in an unfamiliar and sometimes unforgiving environment.
The lack of safety and security is a major theme. In Tijuana, there are areas where the rule of law seems tenuous. This leads to things like random acts of violence. People might be going about their normal day and suddenly find themselves in the middle of a violent altercation. Also, the idea of being an outsider in a place with a different culture and language can add to the horror. If you can't communicate effectively or understand the local customs, it can make a difficult situation even worse.