Upon entering Cabo, they give you some immigration papers on the airplane. What they don't tell you is that if you lose these papers you cannot leave the country! How do I know this? It happened to me! It was a good thing that I got to the airport early! They even tried to get me to pay $75 USD to process the documents! I had to plead and plead, then after playing their back and forth games I was finally let go! It is cases like these that make me dislike Mexico!
If you take a leak outside they will fine you...come on! It's Baja Mexico! Anyhoo...it cost us $20 USD and it was jsut security. The difference is the Police will shoot you and you can just push the security guards and run. We found this out later when we sobered up.