Last week, after the state of Arizona passed one of the toughest immigration measures in U.S. history, Mexican President Felipe Calderón issued a travel warning for Mexicans planning to visit the Southwestern state. It's rare that America is the recipient, and not the issuer, of a travel warning--notable exceptions include the E.U. discouraging citizens against visits there last fall due to swine flu fears, and Canada issuing a symbolic warning in 2002 to protest America's tough new antiterror laws. But Mexico's move is among the first times a developing country has exhorted its people to avoid the U.S.--and it's hardly an empty threat. If Mexicans follow Calderón's advisory, the economic impact on Arizona could be devastating.