Yeah, you see the walled compound thing in Mexico too. In hard neighborhoods, there's broken glass set in concrete at the top. With heavy metal-reinforced wooden doors/gates. And no windows (obviously) in the outer wall. In downtowns, you do typically see heavily barred windows on the front.

And damn, ex-pats! In heavily ex-pat areas, prices are pretty much at US level. I recall paying $20 to park for a few hours in downtown Cuernavaca! Stuff is very inexpensive outside those areas, but then you're the only gringos around.

Up in the mountains, you get hard looks from some of the male indigente. Who often speak Mexican as a second language. Their ancestors fled the Spanish way back when, and they're still there. And they don't trust outsiders. If they decide that you're up to no good, a mob may hurt or kill you. Even if you're an official of the Mexican government.