Jump: Mexico
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This fantastic song by Jump (previously known as Jump Little Children) is less about Mexico as a country, and more about how far away Mexico is. The song is a beautiful tale about how the singer won't let his lady leave him again unless she goes far away to Mexico, because as long as she's closer she will just rebound back to him, so if she wants to go she better go far away and not come back to him again.
It appeared on their 1994 album "Between Dim & The Dark", a great album and and even greater song.