Location
I know the whole movie starts in Orange County and ends up in San Ysidro; except it was filmed in and around Houston, TX. Biggest way to tell is that everything is dead flat; in reality there are mountains everywhere you look in coastal So Cal. I'm also betting that a good chunk of the films budget went towards setting up the "border crossing" station.
I love the movie, and own it, but just thought that they could've CGI'd some mountains in the background to make it more authentic looking or something.
"You're not from the IRS, you just glued my pubes onto your face!"-Scott Tenorman, South Park