Not to mention the batteries thrown at US players, bottles, bags of urine, etc. Gio Reyna got hit in the head a few years back with some sort of projectile. There's also frequent uses of Lazer pointers being shot at your goalkeepers eyes.
That said, Mexican fans will get after their own players too. If you can take the game to El Tri, their fans will start whistling and booing their players. When the US was dominating Mexico, their fans started Ole-ing everytime the US passed through Mexico's press..