Well there immigration checkpoints closer to the border but not DUI checkpoints.They tried that many years ago, they were taken to court and it was ruled unconstitutional by state law. Back then you could still legally drink and drive as long as you weren’t drunk.
A couple years back we were in El Paso for my niece’s wedding. There were checkpoints setup on the streets each night I was there, and at different places. I suspect it was for the illegals, but not so sure. We were waved through each time.