As to what the regulations concerning the entering of fish to the U.S., I have no idea. On the other hand, in order to collect in Mexico (if you intend to do everything "by the book" and in a legal manner), you need permits which take time to obtain (4 months to a year), are lenghthy to fill, and are a part of our mexican-over-bureaucratic ways (I hate to have to recognise so as a mexican myself).
I would advice you to contact the US embassy in Mexico city and ask them to help you with the process. To the best of my knowledge, you need collecting permits from the Ministry of External Affairs (Secretaría de Relaciones Exteriores or SRE), as well as from SEMARNAP (which is a branch of the Ministry of Agriculture better known as SAGARPA).
To be honest with you, dealing with the mexican authorities can be a nightmare that I do not wish to anyone, and many of us conservationists and fish enthusiasts in this country are forced to opt for more pragmatic alternative ways.
However, if you opt for the correct process, I would recomend you get help from the US embassy, and to deal with the Mexican authorities through them.
If you find anything in that respect please let me know.
Mauricio De La Maza