The State Department updated its Travel Advisory for Mexico on 15 November 2018. Violent crime is the fundamental reason for Level 2+ ratings throughout Mexico. Advisory levels are now:

Level 2, Exercise Increased Caution:

Mexico (country)

Aguascaliente
Baja California
Baja California Sur
Campech
Chiapas
Guanajuato
Hidalgo
Mexico City
Oaxaca
Puebla
Quintana Roo
Tabasco
Tlaxcala
Veracruz
Yucatan

Level 3, Reconsider Travel:

Chihuahua
Coahuila
Durango
Estado de Mexico
Jalisco
Morelos
Nayarit
Nuevo Leon
San Luis Potosi
Sonora
Zacatecas

Level 4, Do Not Travel:

Colima
Guerrero
Michoacán
Sinaloa
Tamaulipas

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For information on specific hazaards and suggested defenses, recommend you see Mexico Travel Advice from Gov.UK.