While not a faction by themselves in Rise of Nations, the Mexicans are usually associated with the Aztec civilisation in vanilla. It is also thought that the Enlightenment Age Aztec faction of the New World CtW represents the first Mexican Empire.
In The Cold War CtW, the Mexicans are one of the 22-odd minor nations that can be inducted into your sphere of influence - or remain as a speedbump in your way towards global dominance should you fail.
Like the Aztec civilisation, the Mexicans have the Power of Sacrifice and can field both Jaguar Infantry and Jaguar Assault Infantry, so learning how to effectively counter modern Aztec armies might be helpful. The Mexicans rule their eponymous territory of Mexico, which provides a Traitors bonus card if you choose to attack them and claim their territory for your own. The capture of Mexico by police action by the Americans usually is a strategic inevitability, given that it and Central America are the two remaining territories of North America that can be quickly claimed to grant the Americans a 100 tribute bonus from unifying all of North America, provided other territories remain intact, particularly Cuba.
A mod in which Mexicans may be featured will be the up-and-coming Rise of the Moderns mod.