Question: Catherine Zeta Jones' character is the daughter of a Mexican drug lord, but she tells her upper-class friends that she's European. I'm assuming she's trying to pass herself off as Spanish or maybe Portuguese because it seems more exotic and socially acceptable among the upper class than being Mexican. Is this correct?
Question: Were the scenes that took place in Mexico actually filmed in Mexico?
Chosen answer: According to the IMDb, there were three Mexican filming locations used, and they are: Tijuana, Nogales and Mexico City.
Chosen answer: The upper classes in Spanish-speaking countries tend to be more of Spanish ancestry, decendants of the original conquistadores. As such, some consider themselves Spanish, distinct from the lower-class Mestizos.