Somewhat surprisingly, Mexico is Canada's number one source country for refugees in 2005. The news link is here.
Rougly 3,500 Mexican refugee claims were 'referred' to the Immigration and Refugee Board. Out of which around 2,300 were rejected. Another 700 failed to show up for immigration proceedings and 'abandoned' their claims.
I'm pretty sure that the numbers don't mean that country conditions in Mexico are worse than the perennial source countries. I think it has to do more with the geographical proximity and the fact that Mexicans don't need a visa to enter Canada.