Obviously if you’re American, you would have to fill out an I94, but if you went to Mexico, I’m sure you had to fill out one of these: http://mapchick.com/immigration.html
Don’t remember having to do that at all. Maybe it’s recent? Last time I was in Mexico was visiting Juarez and Nogales, both in the summer of ‘02. Don’t know what I94 is either. Although I do remember having to fill out a card on the plane on the way to Toronto in maybe ‘06 I think.