Get Paid To Go Home
According to this story in El Debate, illegals captured in immigration raids and returned to Mexico are getting 5000 pesos ($400 USD) by the Mexican Federal government to get back on their feet. Then, when they get back to their home state; Sinaloa in this case, the state gives them another 5000 pesos.
I'm guessing that many of them use this money to head straight back to the border to try again. The story doesn't really give an overall policy statement on who is eligible for that money. Supposedly, the money is to help them get back on their feet there in Mexico but I have no doubt that the government is well aware of the fact that they're using the money to head north again.
From other stories I have read, the amount of money being sent to Mexico from the US has fallen because our economy is down. Why wouldn't the Mexican government want to give these guy a few hundred bucks so they can go back to the US and keep sending even more money to us. The chance of them being caught in another immigration raid any time soon are pretty slim.
In other stories, I've read that many legal and illegal immigrants are returning to Mexico, Guatemala, Columbia, etc. because they're not finding enough work here.
**If you want to read the story in English, click here for a bad, but readable machine translation.