http://en.wikipedia.org/wiki/Illegal_immigration_to_the_United_States#Present-day_countries_of_origin
Present-day countries of origin
In March 2006 the Pew Hispanic Center (PHC) estimated the illegal population ranged from 11.5 to 12 million individuals[8], a number supported by the US Government Accountability Office (GAO)[9]. Of these 12 million, 57% of illegal immigrants originate from Mexico, 24% are from other Latin American countries, 9% originate stem from various parts of Asia, 6% come from Europe and Canada, and 4% from the other parts of the world.
Of course Mexico being border its expected their numbers to surpass others due to easy access.