Taking out Mexicans

Daredevil poses this question:

It is illegal to help a Mexican (or any other illegal person) into the United States. Is it illegal to help him go back to Mexico? I've never really pondered the situation before. I know you are a bunch of smart people. Is it? And who would you get in more trouble with; the US for taking him out or Mexico for bringing him back?

Yes, these are conversations that come up at my house.