Here you go … and old story but gives you an idea … Illegal flow of Cubans to U.S. on the rise | U.S. | Reuters .. 4825 managed to enter US illegally from sea from Cuba in 2007.
For the mexicans, yes they dont have to go through the sea as it is easier for them to "walk"across the border.
The bottom line … whatever one says it is not possible to “seal” a country … People got out of east germany with all the walls and guns etc…