The answer to this question is not simple, as private international law is one of the most complex subjects in Mexican Law.

Most civil codes of the states of Mexico refer to the Federal Civil Code and the Federal Civil Procedure Code for the validity of foreign documents.

In a nutshell, the Federal Civil Code establishes that foreign wills are valid when they are created according to the law of their respective countries.

But also, the same code establishes that foreign documents can only be enforced in Mexico if they 1) come from a competent authority and 2) are apostilled or legalized.

That means that Last Wills done in front of a lawyer (typical Last Will in USA) are not valid in Mexico because there is no competent authority (a lawyer is not an authority in Mexico).

If such Last Will is probated by a court, then such sentence of probation (if such thing is the result of a probation) could be apostilled and presented in Mexico. But for that case, such sentence needs to fulfill the following conditions established in the Federal Civil Code:

1. That the level of formality of such act is similar to the standard of Mexican Law
2. That there is reciprocity between both countries (that the other country also accepts Mexican Last Wills).

In the end, Mexican Courts have the right to not validate foreign documents in Mexico.

Just for this last reason, we recommend you do your own Mexican Last Will for your mexican properties, establishing that foreign properties are not included in such will.